-75.3%
MARA vs ESI
+310.7%
-386.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -0.2% |
| 7D | -1.5% | -2.3% | +0.9% | +0.4% |
| 30D | +18.1% | -9.0% | +27.1% | +28.1% |
| 3M | -9.4% | -13.3% | +3.8% | +1.4% |
| 6M | +33.4% | +5.3% | +28.1% | +21.8% |
| YTD | +27.3% | +37.6% | -10.3% | -8.5% |
| 1Y | -27.9% | +33.6% | -61.5% | -46.6% |
| 3Y | +4.8% | +75.8% | -71.0% | -39.1% |
| 5Y | -68.0% | +68.6% | -136.6% | -79.2% |
| All | -75.3% | +310.7% | -386.0% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling