-90.1%
MARA vs GIS
+62.9%
-153.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.4% |
| 7D | +15.6% | -8.3% | +23.9% | +14.6% |
| 30D | +17.2% | +2.2% | +15.1% | +17.5% |
| 3M | -14.2% | +15.7% | -29.8% | -13.0% |
| 6M | +47.7% | -12.0% | +59.7% | +47.1% |
| YTD | +31.7% | -15.0% | +46.7% | +31.1% |
| 1Y | -22.2% | -20.1% | -2.0% | -22.7% |
| 3Y | +8.4% | -34.6% | +43.0% | +6.5% |
| 5Y | -68.3% | -22.8% | -45.4% | -68.8% |
| 10Y | -74.9% | -18.5% | -56.4% | -74.6% |
| All | -90.1% | +62.9% | -153.0% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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