-88.5%
MARA vs IEFA
+211.8%
-300.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +2.9% |
| 7D | +13.8% | -0.5% | +14.3% | +15.0% |
| 30D | +24.7% | -1.1% | +25.8% | +27.9% |
| 3M | -10.4% | +5.1% | -15.5% | -18.0% |
| 6M | +37.6% | +9.3% | +28.3% | +17.3% |
| YTD | +32.7% | +13.0% | +19.8% | +8.0% |
| 1Y | -25.2% | +19.2% | -44.3% | -44.9% |
| 3Y | +9.3% | +67.0% | -57.7% | -55.8% |
| 5Y | -69.3% | +51.1% | -120.5% | -82.6% |
| 10Y | -73.6% | +146.5% | -220.1% | -91.1% |
| All | -88.5% | +211.8% | -300.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling