-25.1%
MARA vs GAP
+1.5%
-26.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +6.0% | -4.5% | +10.5% | +6.3% |
| 30D | +0.6% | +9.0% | -8.4% | -0.6% |
| 3M | -18.5% | +5.0% | -23.5% | -18.8% |
| 6M | +21.7% | -17.8% | +39.6% | +28.0% |
| YTD | +25.9% | -10.4% | +36.3% | +31.7% |
| 1Y | -25.1% | -3.4% | -21.8% | -30.8% |
| All | -25.1% | +1.5% | -26.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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