+185.8%
MARA vs ESTC
+24.7%
+161.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +11.5% | -2.6% | +14.1% | +13.6% |
| 30D | -18.9% | -8.6% | -10.3% | -14.3% |
| 3M | -20.9% | +14.4% | -35.2% | -30.8% |
| 6M | -42.8% | +73.3% | -116.1% | -62.6% |
| YTD | -14.7% | +15.7% | -30.4% | -31.3% |
| 1Y | -47.6% | -7.6% | -40.1% | -51.7% |
| 3Y | -20.3% | +14.6% | -34.9% | -47.2% |
| 5Y | -89.2% | -50.0% | -39.1% | -87.9% |
| All | +185.8% | +24.7% | +161.1% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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