-90.1%
MARA vs NSC
+521.5%
-611.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +15.6% | -1.5% | +17.2% | +16.8% |
| 30D | +17.2% | -1.9% | +19.2% | +18.8% |
| 3M | -14.2% | +6.2% | -20.4% | -18.2% |
| 6M | +47.7% | +9.2% | +38.5% | +37.0% |
| YTD | +31.7% | +15.0% | +16.7% | +17.4% |
| 1Y | -22.2% | +21.1% | -43.3% | -33.2% |
| 3Y | +8.4% | +78.6% | -70.2% | -27.7% |
| 5Y | -68.3% | +45.9% | -114.2% | -75.4% |
| 10Y | -74.9% | +326.9% | -401.7% | -87.9% |
| All | -90.1% | +521.5% | -611.6% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling