+412.0%
MARA vs JAAA
+29.4%
+382.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +24.3% | +0.5% | +23.7% | +23.1% |
| 3M | -12.0% | +1.3% | -13.2% | -14.0% |
| 6M | +40.1% | +2.8% | +37.3% | +33.4% |
| YTD | +33.4% | +3.3% | +30.1% | +26.4% |
| 1Y | -23.7% | +4.9% | -28.7% | -29.3% |
| 3Y | +19.0% | +19.0% | 0.0% | +5.6% |
| 5Y | -66.5% | +26.9% | -93.4% | -71.4% |
| All | +412.0% | +29.4% | +382.6% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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