-76.2%
MARA vs GFS
0.0%
-76.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.7% | +3.4% |
| 7D | +5.9% | +3.8% | +2.1% | +3.3% |
| 30D | +24.3% | -11.7% | +36.0% | +34.9% |
| 3M | -12.0% | -41.8% | +29.8% | +24.4% |
| 6M | +40.1% | +6.6% | +33.5% | +24.1% |
| YTD | +33.4% | +34.6% | -1.2% | -3.6% |
| 1Y | -23.7% | +46.2% | -69.9% | -48.0% |
| 3Y | +19.0% | -20.3% | +39.3% | +19.7% |
| All | -76.2% | 0.0% | -76.2% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling