-71.3%
MARA vs ES
-5.6%
-65.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +0.6% | -2.0% | +2.6% | +1.2% |
| 3M | -18.5% | +1.7% | -20.2% | -19.6% |
| 6M | +21.7% | -3.5% | +25.3% | +22.3% |
| YTD | +25.9% | +7.9% | +18.0% | +21.3% |
| 1Y | -25.1% | +17.2% | -42.3% | -30.1% |
| 3Y | -5.7% | +29.3% | -35.1% | -18.0% |
| All | -71.3% | -5.6% | -65.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling