-74.1%
MARA vs LVS
0.0%
-74.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.5% |
| 7D | +5.9% | -3.5% | +9.4% | +8.2% |
| 30D | +24.3% | -6.2% | +30.5% | +28.5% |
| 3M | -12.0% | -14.8% | +2.9% | -3.8% |
| 6M | +40.1% | -20.9% | +61.0% | +59.1% |
| YTD | +33.4% | -33.0% | +66.5% | +66.2% |
| 1Y | -23.7% | -20.0% | -3.7% | -16.1% |
| 3Y | +19.0% | -6.9% | +25.9% | +14.5% |
| 5Y | -66.5% | +9.1% | -75.6% | -71.6% |
| All | -74.1% | 0.0% | -74.1% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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