-74.9%
MARA vs MOD
+1,504.3%
-1,579.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +5.1% |
| 7D | +15.6% | +6.3% | +9.3% | +12.9% |
| 30D | +17.2% | -1.7% | +18.9% | +17.8% |
| 3M | -14.2% | -30.1% | +16.0% | -2.2% |
| 6M | +47.7% | +2.7% | +45.0% | +43.8% |
| YTD | +31.7% | +44.1% | -12.3% | +10.8% |
| 1Y | -22.2% | +38.7% | -60.9% | -34.1% |
| 3Y | +8.4% | +309.8% | -301.3% | -39.7% |
| 5Y | -68.3% | +1,569.7% | -1,638.0% | -89.0% |
| 10Y | -74.9% | +1,520.5% | -1,595.3% | -93.0% |
| All | -74.9% | +1,504.3% | -1,579.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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