-76.5%
MARA vs GFS
-3.9%
-72.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.8% |
| 7D | +15.6% | +2.6% | +13.0% | +13.7% |
| 30D | +17.2% | -16.4% | +33.6% | +31.8% |
| 3M | -14.2% | -41.6% | +27.4% | +21.1% |
| 6M | +47.7% | -3.7% | +51.4% | +40.3% |
| YTD | +31.7% | +29.3% | +2.4% | -2.2% |
| 1Y | -22.2% | +37.1% | -59.3% | -44.6% |
| 3Y | +8.4% | -22.1% | +30.6% | +10.4% |
| All | -76.5% | -3.9% | -72.6% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling