-53.2%
MARA vs INVH
+75.4%
-128.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +5.9% | -3.0% | +8.9% | +8.6% |
| 30D | +24.3% | -7.5% | +31.8% | +31.8% |
| 3M | -12.0% | -5.5% | -6.4% | -9.2% |
| 6M | +40.1% | +11.7% | +28.4% | +25.1% |
| YTD | +33.4% | +1.3% | +32.1% | +28.0% |
| 1Y | -23.7% | -6.1% | -17.7% | -22.9% |
| 3Y | +19.0% | -9.8% | +28.7% | +25.9% |
| 5Y | -66.5% | -19.7% | -46.8% | -59.8% |
| All | -53.2% | +75.4% | -128.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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