-94.0%
MARA vs MSI
+1,233.0%
-1,327.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.3% |
| 7D | +22.4% | +2.6% | +19.9% | +20.2% |
| 30D | -21.0% | +18.1% | -39.1% | -31.2% |
| 3M | -25.3% | +13.2% | -38.5% | -33.3% |
| 6M | -43.4% | +36.3% | -79.7% | -57.6% |
| YTD | -19.8% | +39.5% | -59.3% | -41.4% |
| 1Y | -50.0% | +36.9% | -86.9% | -63.0% |
| 3Y | -25.1% | +76.1% | -101.2% | -57.2% |
| 5Y | -90.5% | +123.7% | -214.2% | -95.4% |
| 10Y | -80.4% | +664.3% | -744.8% | -96.2% |
| All | -94.0% | +1,233.0% | -1,327.0% | -99.5% |
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