-74.1%
MARA vs NTAP
+650.8%
-724.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | -1.0% |
| 7D | +5.9% | +7.4% | -1.5% | +0.8% |
| 30D | +24.3% | -1.4% | +25.6% | +24.5% |
| 3M | -12.0% | +24.6% | -36.5% | -26.1% |
| 6M | +40.1% | +105.9% | -65.8% | -20.9% |
| YTD | +33.4% | +88.5% | -55.1% | -20.1% |
| 1Y | -23.7% | +62.1% | -85.8% | -48.5% |
| 3Y | +19.0% | +169.1% | -150.1% | -46.0% |
| 5Y | -66.5% | +141.9% | -208.4% | -82.9% |
| All | -74.1% | +650.8% | -724.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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