-90.1%
MARA vs GAP
+22.9%
-113.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +15.6% | +1.7% | +13.9% | +14.9% |
| 30D | +17.2% | +9.3% | +7.9% | +11.3% |
| 3M | -14.2% | +6.1% | -20.2% | -17.9% |
| 6M | +47.7% | -2.3% | +50.0% | +43.4% |
| YTD | +31.7% | -10.6% | +42.3% | +32.3% |
| 1Y | -22.2% | -4.4% | -17.7% | -24.8% |
| 3Y | +8.4% | +118.3% | -109.9% | -30.4% |
| 5Y | -68.3% | +12.2% | -80.5% | -75.4% |
| 10Y | -74.9% | +33.7% | -108.6% | -84.4% |
| All | -90.1% | +22.9% | -113.0% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling