+19.0%
MARA vs NTRA
+507.7%
-488.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +4.5% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +24.3% | +4.1% | +20.2% | +22.7% |
| 3M | -12.0% | +50.0% | -62.0% | -26.4% |
| 6M | +40.1% | +67.3% | -27.2% | +10.1% |
| YTD | +33.4% | +43.6% | -10.2% | +11.3% |
| 1Y | -23.7% | +89.2% | -113.0% | -43.6% |
| 3Y | +19.0% | +502.5% | -483.6% | -55.2% |
| All | +19.0% | +507.7% | -488.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 3y: compounded portfolio wealth divided by compounded NTRA 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…
3y analysis · Full analysis span regression · 6 months rolling