-90.1%
MARA vs NTAP
+575.6%
-665.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.4% |
| 7D | +15.6% | +3.3% | +12.4% | +13.6% |
| 30D | +17.2% | -0.2% | +17.5% | +16.4% |
| 3M | -14.2% | +11.4% | -25.5% | -21.1% |
| 6M | +47.7% | +88.7% | -41.0% | -5.3% |
| YTD | +31.7% | +78.9% | -47.2% | -12.8% |
| 1Y | -22.2% | +58.8% | -81.0% | -44.0% |
| 3Y | +8.4% | +153.5% | -145.1% | -42.6% |
| 5Y | -68.3% | +136.7% | -205.0% | -81.7% |
| 10Y | -74.9% | +590.2% | -665.0% | -90.7% |
| All | -90.1% | +575.6% | -665.7% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling