-74.1%
MARA vs IYR
+69.7%
-143.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +3.8% |
| 7D | +5.9% | -1.4% | +7.3% | +7.8% |
| 30D | +24.3% | -2.7% | +26.9% | +28.7% |
| 3M | -12.0% | -2.1% | -9.8% | -10.5% |
| 6M | +40.1% | +3.6% | +36.5% | +32.6% |
| YTD | +33.4% | +8.1% | +25.3% | +20.1% |
| 1Y | -23.7% | +4.7% | -28.5% | -28.4% |
| 3Y | +19.0% | +29.1% | -10.2% | -11.8% |
| 5Y | -66.5% | +6.9% | -73.4% | -66.3% |
| All | -74.1% | +69.7% | -143.8% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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