-74.1%
MARA vs HALO
+979.6%
-1,053.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -2.7% | +8.6% | +7.5% |
| 30D | +24.3% | +5.3% | +19.0% | +20.9% |
| 3M | -12.0% | +51.6% | -63.5% | -32.1% |
| 6M | +40.1% | +61.3% | -21.1% | +3.3% |
| YTD | +33.4% | +59.3% | -25.9% | -1.4% |
| 1Y | -23.7% | +38.3% | -62.0% | -39.4% |
| 3Y | +19.0% | +185.9% | -166.9% | -46.9% |
| 5Y | -66.5% | +159.9% | -226.4% | -84.0% |
| All | -74.1% | +979.6% | -1,053.6% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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