-74.1%
MARA vs GFI
+1,066.8%
-1,140.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +5.1% |
| 7D | +5.9% | -4.9% | +10.8% | +7.0% |
| 30D | +24.3% | +10.7% | +13.5% | +22.2% |
| 3M | -12.0% | +25.6% | -37.6% | -16.1% |
| 6M | +40.1% | -8.3% | +48.4% | +41.4% |
| YTD | +33.4% | +6.3% | +27.1% | +30.9% |
| 1Y | -23.7% | +22.1% | -45.8% | -27.7% |
| 3Y | +19.0% | +289.2% | -270.2% | -16.0% |
| 5Y | -66.5% | +531.7% | -598.1% | -79.4% |
| All | -74.1% | +1,066.8% | -1,140.9% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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