-74.1%
MARA vs LOW
+233.5%
-307.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.7% |
| 7D | +5.9% | -3.7% | +9.7% | +9.0% |
| 30D | +24.3% | -8.9% | +33.1% | +33.1% |
| 3M | -12.0% | -10.4% | -1.6% | -6.1% |
| 6M | +40.1% | -19.4% | +59.5% | +61.5% |
| YTD | +33.4% | -17.1% | +50.5% | +49.1% |
| 1Y | -23.7% | -26.3% | +2.5% | -7.5% |
| 3Y | +19.0% | -9.9% | +28.9% | +23.6% |
| 5Y | -66.5% | +6.1% | -72.6% | -67.4% |
| All | -74.1% | +233.5% | -307.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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