-74.1%
MARA vs NTRS
+259.9%
-334.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.9% |
| 7D | +5.9% | +1.4% | +4.6% | +4.6% |
| 30D | +24.3% | -0.7% | +24.9% | +24.5% |
| 3M | -12.0% | +11.3% | -23.3% | -20.2% |
| 6M | +40.1% | +35.5% | +4.6% | +5.6% |
| YTD | +33.4% | +40.6% | -7.2% | -2.1% |
| 1Y | -23.7% | +49.2% | -73.0% | -46.5% |
| 3Y | +19.0% | +167.2% | -148.3% | -47.8% |
| 5Y | -66.5% | +94.9% | -161.4% | -80.4% |
| All | -74.1% | +259.9% | -334.0% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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