-74.1%
MARA vs NSC
+332.1%
-406.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.6% |
| 7D | +5.9% | -2.8% | +8.7% | +8.3% |
| 30D | +24.3% | -4.5% | +28.8% | +28.9% |
| 3M | -12.0% | +3.5% | -15.5% | -15.2% |
| 6M | +40.1% | +8.5% | +31.6% | +28.6% |
| YTD | +33.4% | +12.3% | +21.1% | +18.4% |
| 1Y | -23.7% | +18.9% | -42.7% | -35.6% |
| 3Y | +19.0% | +74.1% | -55.2% | -25.6% |
| 5Y | -66.5% | +43.9% | -110.4% | -75.2% |
| All | -74.1% | +332.1% | -406.2% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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