-76.6%
MARA vs LUNR
+54.8%
-131.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +0.9% |
| 7D | +13.8% | +0.5% | +13.3% | +13.8% |
| 30D | +24.7% | -5.3% | +30.0% | +24.9% |
| 3M | -10.4% | -45.6% | +35.2% | -8.6% |
| 6M | +37.6% | -17.4% | +55.0% | +38.2% |
| YTD | +32.7% | -7.9% | +40.7% | +32.8% |
| 1Y | -25.2% | +77.6% | -102.8% | -26.0% |
| 3Y | +9.3% | +247.4% | -238.2% | +12.0% |
| All | -76.6% | +54.8% | -131.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 all: compounded portfolio wealth divided by compounded LUNR 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…
all analysis · Full analysis span regression · 6 months rolling