-25.1%
MARA vs GFS
+37.2%
-62.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.3% |
| 7D | +6.0% | +1.0% | +5.0% | +5.5% |
| 30D | +0.6% | -8.6% | +9.2% | +4.4% |
| 3M | -18.5% | -46.5% | +28.0% | +8.9% |
| 6M | +21.7% | -4.8% | +26.6% | +18.8% |
| YTD | +25.9% | +29.7% | -3.7% | -4.5% |
| 1Y | -25.1% | +35.8% | -61.0% | -43.9% |
| All | -25.1% | +37.2% | -62.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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