-23.7%
MARA vs ETHA
-42.6%
+18.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +2.2% |
| 7D | +5.9% | +3.5% | +2.5% | +3.1% |
| 30D | +24.3% | +35.3% | -11.0% | -1.4% |
| 3M | -12.0% | +50.9% | -62.8% | -36.5% |
| 6M | +40.1% | +22.1% | +18.0% | +17.2% |
| YTD | +33.4% | -14.6% | +48.0% | +47.2% |
| 1Y | -23.7% | -42.8% | +19.0% | +12.6% |
| All | -23.7% | -42.6% | +18.8% | +12.6% |
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