-74.1%
MARA vs EWJ
+144.4%
-218.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +0.5% |
| 7D | +5.9% | +0.3% | +5.6% | +5.4% |
| 30D | +24.3% | +0.8% | +23.5% | +22.8% |
| 3M | -12.0% | +7.5% | -19.5% | -23.0% |
| 6M | +40.1% | +15.6% | +24.5% | +7.1% |
| YTD | +33.4% | +22.7% | +10.7% | -7.9% |
| 1Y | -23.7% | +26.4% | -50.2% | -50.2% |
| 3Y | +19.0% | +72.5% | -53.6% | -59.9% |
| 5Y | -66.5% | +52.4% | -118.9% | -83.9% |
| All | -74.1% | +144.4% | -218.5% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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