-58.7%
MARA vs ETHA
-31.0%
-27.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -8.9% |
| 7D | -6.5% | +2.1% | -8.7% | -8.4% |
| 30D | -38.5% | -10.7% | -27.8% | -32.1% |
| 3M | -41.5% | +29.0% | -70.5% | -51.8% |
| 6M | -41.9% | +2.7% | -44.6% | -42.7% |
| YTD | -23.5% | -18.7% | -4.8% | -11.9% |
| 1Y | -58.7% | -24.8% | -33.8% | -49.8% |
| All | -58.7% | -31.0% | -27.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling