-82.2%
MARA vs MSCI
+809.0%
-891.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.7% |
| 7D | +10.1% | +2.7% | +7.4% | +7.9% |
| 30D | -15.1% | +17.4% | -32.5% | -26.0% |
| 3M | -24.1% | +14.8% | -38.9% | -33.0% |
| 6M | -45.2% | +16.1% | -61.3% | -53.8% |
| YTD | -22.2% | +16.0% | -38.2% | -35.2% |
| 1Y | -45.3% | +16.4% | -61.7% | -54.8% |
| 3Y | -23.9% | +35.3% | -59.2% | -49.6% |
| 5Y | -90.8% | +6.6% | -97.4% | -92.1% |
| All | -82.2% | +809.0% | -891.2% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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