-74.1%
MARA vs MKSI
+524.1%
-598.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.2% |
| 7D | +5.9% | +2.7% | +3.2% | +3.9% |
| 30D | +24.3% | -12.8% | +37.1% | +37.5% |
| 3M | -12.0% | -22.5% | +10.5% | +3.4% |
| 6M | +40.1% | +19.4% | +20.7% | +16.5% |
| YTD | +33.4% | +67.7% | -34.3% | -16.2% |
| 1Y | -23.7% | +131.4% | -155.1% | -63.6% |
| 3Y | +19.0% | +197.3% | -178.4% | -58.0% |
| 5Y | -66.5% | +87.0% | -153.4% | -81.3% |
| All | -74.1% | +524.1% | -598.2% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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