-81.1%
MARA vs MOS
+8.6%
-89.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.9% | +7.9% |
| 7D | -6.2% | +21.6% | -27.8% | -17.4% |
| 30D | -38.7% | +12.0% | -50.7% | -43.7% |
| 3M | -40.4% | -3.9% | -36.5% | -40.5% |
| 6M | -51.3% | -3.3% | -47.9% | -52.1% |
| YTD | -29.3% | -4.6% | -24.6% | -31.7% |
| 1Y | -60.2% | -7.0% | -53.2% | -61.4% |
| 3Y | -31.3% | -24.4% | -6.9% | -28.0% |
| 5Y | -90.1% | -32.1% | -57.9% | -89.4% |
| All | -81.1% | +8.6% | -89.7% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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