+17.1%
MARA vs MAGS
+190.0%
-172.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.4% |
| 7D | +5.9% | +0.6% | +5.3% | +5.0% |
| 30D | +24.3% | +3.2% | +21.1% | +19.3% |
| 3M | -12.0% | +7.7% | -19.6% | -20.8% |
| 6M | +40.1% | +12.5% | +27.7% | +19.0% |
| YTD | +33.4% | +6.0% | +27.4% | +24.1% |
| 1Y | -23.7% | +14.4% | -38.1% | -35.2% |
| 3Y | +19.0% | +127.5% | -108.6% | -56.2% |
| All | +17.1% | +190.0% | -172.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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