-90.5%
MARA vs ESI
+40.6%
-131.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -3.7% |
| 7D | +22.4% | +8.3% | +14.1% | +12.7% |
| 30D | -21.0% | -10.4% | -10.5% | -10.4% |
| 3M | -25.3% | -13.2% | -12.1% | -13.5% |
| 6M | -43.4% | -23.9% | -19.5% | -26.2% |
| YTD | -19.8% | +34.2% | -54.0% | -48.6% |
| 1Y | -50.0% | +22.2% | -72.3% | -64.3% |
| 3Y | -25.1% | +79.2% | -104.3% | -69.3% |
| 5Y | -90.5% | +38.1% | -128.6% | -94.1% |
| All | -90.5% | +40.6% | -131.2% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling