-74.1%
MARA vs MRSH
+218.8%
-292.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +5.0% |
| 7D | +5.9% | -4.8% | +10.7% | +10.2% |
| 30D | +24.3% | -6.3% | +30.6% | +30.7% |
| 3M | -12.0% | +5.8% | -17.8% | -19.7% |
| 6M | +40.1% | +2.8% | +37.3% | +28.4% |
| YTD | +33.4% | -3.1% | +36.5% | +27.8% |
| 1Y | -23.7% | -11.3% | -12.5% | -20.4% |
| 3Y | +19.0% | -5.0% | +23.9% | +10.0% |
| 5Y | -66.5% | +19.2% | -85.7% | -74.4% |
| All | -74.1% | +218.8% | -292.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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