-74.1%
MARA vs IEFA
+148.3%
-222.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +2.5% |
| 7D | +5.9% | -1.6% | +7.5% | +9.8% |
| 30D | +24.3% | -1.5% | +25.8% | +29.3% |
| 3M | -12.0% | +3.4% | -15.4% | -17.8% |
| 6M | +40.1% | +9.5% | +30.6% | +15.5% |
| YTD | +33.4% | +13.0% | +20.4% | +4.2% |
| 1Y | -23.7% | +18.0% | -41.7% | -45.7% |
| 3Y | +19.0% | +65.4% | -46.4% | -58.9% |
| 5Y | -66.5% | +51.6% | -118.0% | -83.5% |
| All | -74.1% | +148.3% | -222.4% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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