-74.1%
MARA vs GWRE
+131.0%
-205.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.4% |
| 7D | +5.9% | -13.2% | +19.2% | +16.8% |
| 30D | +24.3% | -18.6% | +42.9% | +38.1% |
| 3M | -12.0% | +18.9% | -30.9% | -33.8% |
| 6M | +40.1% | -11.0% | +51.1% | +25.4% |
| YTD | +33.4% | -29.9% | +63.3% | +42.8% |
| 1Y | -23.7% | -44.3% | +20.6% | +1.2% |
| 3Y | +19.0% | +51.7% | -32.7% | -53.1% |
| 5Y | -66.5% | +15.4% | -81.9% | -81.0% |
| All | -74.1% | +131.0% | -205.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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