-74.8%
MARA vs NTRA
+1,711.9%
-1,786.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +18.1% | +4.3% | +13.8% | +16.6% |
| 3M | -9.4% | +50.6% | -60.1% | -23.5% |
| 6M | +33.4% | +63.9% | -30.6% | +8.0% |
| YTD | +27.3% | +42.4% | -15.1% | +8.3% |
| 1Y | -27.9% | +92.1% | -120.0% | -45.2% |
| 3Y | +4.8% | +501.7% | -497.0% | -50.1% |
| 5Y | -68.0% | +171.4% | -239.5% | -81.7% |
| 10Y | -74.7% | +3,161.4% | -3,236.1% | -89.6% |
| All | -74.8% | +1,711.9% | -1,786.7% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling