-77.3%
MARA vs GFS
-2.1%
-75.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | +3.2% | -4.7% | -3.6% |
| 30D | +18.1% | -9.6% | +27.6% | +25.9% |
| 3M | -9.4% | -38.5% | +29.1% | +23.2% |
| 6M | +33.4% | -1.3% | +34.7% | +24.5% |
| YTD | +27.3% | +31.8% | -4.5% | -6.7% |
| 1Y | -27.9% | +44.6% | -72.5% | -50.6% |
| 3Y | +4.8% | -20.6% | +25.4% | +5.3% |
| All | -77.3% | -2.1% | -75.2% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling