-90.5%
MARA vs MSI
+1,073.3%
-1,163.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +6.0% | -3.7% | +9.7% | +8.9% |
| 30D | +0.6% | +6.8% | -6.2% | -5.9% |
| 3M | -18.5% | +14.3% | -32.8% | -28.8% |
| 6M | +21.7% | -1.6% | +23.3% | +19.7% |
| YTD | +25.9% | +22.8% | +3.2% | +2.7% |
| 1Y | -25.1% | -1.1% | -24.0% | -27.7% |
| 3Y | -5.7% | +70.5% | -76.2% | -45.1% |
| 5Y | -73.9% | +102.8% | -176.7% | -86.2% |
| 10Y | -75.6% | +597.4% | -673.0% | -94.9% |
| All | -90.5% | +1,073.3% | -1,163.8% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 all: compounded portfolio wealth divided by compounded MSI 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…
all analysis · Full analysis span regression · 6 months rolling