-68.0%
MARA vs NTAP
+122.8%
-190.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -1.5% | -1.0% | -0.5% | -0.6% |
| 30D | +18.1% | -7.5% | +25.6% | +25.3% |
| 3M | -9.4% | +14.6% | -24.1% | -22.9% |
| 6M | +33.4% | +91.0% | -57.6% | -36.7% |
| YTD | +27.3% | +73.7% | -46.4% | -33.9% |
| 1Y | -27.9% | +51.2% | -79.2% | -56.0% |
| 3Y | +4.8% | +146.1% | -141.4% | -70.5% |
| 5Y | -68.0% | +122.8% | -190.9% | -89.2% |
| All | -68.0% | +122.8% | -190.8% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling