+93.5%
MARA vs GRAB
-74.3%
+167.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +4.1% |
| 7D | +5.9% | -10.8% | +16.7% | +12.0% |
| 30D | +24.3% | -15.5% | +39.8% | +34.7% |
| 3M | -12.0% | -9.0% | -3.0% | -8.8% |
| 6M | +40.1% | -21.6% | +61.7% | +57.0% |
| YTD | +33.4% | -38.9% | +72.3% | +69.1% |
| 1Y | -23.7% | -44.8% | +21.1% | +2.9% |
| 3Y | +19.0% | -18.4% | +37.4% | +22.4% |
| 5Y | -66.5% | -71.6% | +5.1% | -50.8% |
| All | +93.5% | -74.3% | +167.9% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 10y: compounded portfolio wealth divided by compounded GRAB 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…
10y analysis · Full analysis span regression · 6 months rolling