-94.2%
MARA vs GAP
+16.5%
-110.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +10.1% | -1.9% | +12.0% | +10.9% |
| 30D | -15.1% | -7.1% | -8.0% | -13.0% |
| 3M | -24.1% | +4.1% | -28.2% | -26.8% |
| 6M | -45.2% | +1.9% | -47.1% | -47.6% |
| YTD | -22.2% | -15.2% | -7.0% | -20.7% |
| 1Y | -45.3% | -10.6% | -34.7% | -45.8% |
| 3Y | -23.9% | +74.6% | -98.4% | -46.9% |
| 5Y | -90.8% | +3.7% | -94.5% | -92.7% |
| 10Y | -81.0% | +2.4% | -83.4% | -87.2% |
| All | -94.2% | +16.5% | -110.7% | -97.0% |
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