-74.1%
MARA vs GAP
+31.2%
-105.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.7% |
| 7D | +5.9% | -4.1% | +10.0% | +7.7% |
| 30D | +24.3% | +6.2% | +18.1% | +19.5% |
| 3M | -12.0% | -0.7% | -11.3% | -13.8% |
| 6M | +40.1% | -7.1% | +47.2% | +38.8% |
| YTD | +33.4% | -14.1% | +47.5% | +36.0% |
| 1Y | -23.7% | -8.5% | -15.2% | -25.1% |
| 3Y | +19.0% | +115.4% | -96.4% | -24.8% |
| 5Y | -66.5% | +9.8% | -76.3% | -74.3% |
| All | -74.1% | +31.2% | -105.3% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling