-80.3%
MARA vs KEY
+109.2%
-189.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.9% | +10.8% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | -23.9% | +6.9% | -30.8% | -27.1% |
| 3M | -23.2% | -5.0% | -18.2% | -21.0% |
| 6M | -43.3% | +0.7% | -44.0% | -43.8% |
| YTD | -18.3% | +6.5% | -24.7% | -21.8% |
| 1Y | -52.9% | +22.6% | -75.5% | -58.9% |
| 3Y | -23.6% | +125.3% | -149.0% | -51.7% |
| 5Y | -88.7% | +13.9% | -102.6% | -89.6% |
| 10Y | -80.3% | +105.3% | -185.7% | -86.6% |
| All | -80.3% | +109.2% | -189.5% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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