-58.7%
MARA vs GFS
+15.5%
-74.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.9% | -1.1% |
| 7D | -6.5% | -12.5% | +6.0% | -0.1% |
| 30D | -38.5% | -16.9% | -21.6% | -32.7% |
| 3M | -41.5% | -22.3% | -19.3% | -34.5% |
| 6M | -41.9% | -40.2% | -1.7% | -28.3% |
| YTD | -23.5% | +16.0% | -39.5% | -39.3% |
| 1Y | -58.7% | +17.7% | -76.3% | -68.8% |
| All | -58.7% | +15.5% | -74.1% | -68.8% |
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