-90.4%
MARA vs ITOT
+576.4%
-666.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.7% |
| 7D | -1.5% | -2.0% | +0.6% | +3.0% |
| 30D | +18.1% | -2.0% | +20.0% | +23.4% |
| 3M | -9.4% | +4.5% | -14.0% | -16.9% |
| 6M | +33.4% | +12.6% | +20.7% | +5.8% |
| YTD | +27.3% | +12.0% | +15.3% | +4.5% |
| 1Y | -27.9% | +17.3% | -45.2% | -45.3% |
| 3Y | +4.8% | +75.2% | -70.5% | -61.1% |
| 5Y | -68.0% | +74.0% | -142.0% | -84.6% |
| 10Y | -74.7% | +298.6% | -373.3% | -95.4% |
| All | -90.4% | +576.4% | -666.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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