-82.1%
MARA vs MOS
+6.2%
-88.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.7% | +3.6% |
| 7D | +3.3% | +19.7% | -16.4% | -8.1% |
| 30D | -31.2% | +21.5% | -52.7% | -39.5% |
| 3M | -34.2% | -0.4% | -33.8% | -35.6% |
| 6M | -48.7% | +4.5% | -53.2% | -51.7% |
| YTD | -26.1% | -2.9% | -23.2% | -29.3% |
| 1Y | -58.2% | -7.7% | -50.4% | -59.1% |
| 3Y | -28.1% | -25.6% | -2.4% | -23.8% |
| 5Y | -91.3% | -31.2% | -60.1% | -90.8% |
| 10Y | -82.1% | +2.8% | -84.9% | -87.6% |
| All | -82.1% | +6.2% | -88.3% | -87.6% |
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