-44.9%
MARA vs ETHA
-30.1%
-14.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +13.8% | +2.9% | +10.9% | +11.7% |
| 30D | +24.7% | +31.4% | -6.7% | +2.6% |
| 3M | -10.4% | +48.9% | -59.3% | -33.4% |
| 6M | +37.6% | +20.9% | +16.8% | +17.5% |
| YTD | +32.7% | -17.2% | +49.9% | +50.3% |
| 1Y | -25.2% | -42.8% | +17.6% | +8.8% |
| All | -44.9% | -30.1% | -14.8% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling