-25.1%
MARA vs GLXY
+8.0%
-33.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | +6.0% | +13.4% | -7.4% | -2.5% |
| 30D | +0.6% | +38.1% | -37.5% | -18.3% |
| 3M | -18.5% | -7.3% | -11.2% | -16.4% |
| 6M | +21.7% | +8.2% | +13.6% | +11.1% |
| YTD | +25.9% | +17.8% | +8.2% | +2.6% |
| 1Y | -25.1% | +14.9% | -40.1% | -41.2% |
| All | -25.1% | +8.0% | -33.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling