+13.5%
MARA vs GFS
-21.4%
+34.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | +3.2% | -4.7% | -3.3% |
| 30D | +18.1% | -9.6% | +27.6% | +24.6% |
| 3M | -9.4% | -38.5% | +29.1% | +17.2% |
| 6M | +33.4% | -1.3% | +34.7% | +26.6% |
| YTD | +27.3% | +31.8% | -4.5% | -1.7% |
| 1Y | -27.9% | +44.6% | -72.5% | -47.2% |
| All | +13.5% | -21.4% | +34.9% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling