-74.1%
MARA vs KEYS
+1,049.9%
-1,124.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +0.8% |
| 7D | +5.9% | +3.5% | +2.4% | +2.4% |
| 30D | +24.3% | -4.5% | +28.7% | +29.7% |
| 3M | -12.0% | -0.4% | -11.6% | -13.3% |
| 6M | +40.1% | +19.1% | +21.0% | +14.4% |
| YTD | +33.4% | +66.7% | -33.3% | -26.9% |
| 1Y | -23.7% | +96.5% | -120.2% | -65.2% |
| 3Y | +19.0% | +155.2% | -136.2% | -57.1% |
| 5Y | -66.5% | +88.0% | -154.5% | -81.9% |
| All | -74.1% | +1,049.9% | -1,124.0% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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