-77.4%
MARA vs NVTS
-16.8%
-60.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +3.8% |
| 7D | +5.9% | -1.4% | +7.4% | +6.3% |
| 30D | +24.3% | -16.5% | +40.8% | +29.9% |
| 3M | -12.0% | -47.6% | +35.7% | +1.9% |
| 6M | +40.1% | +7.3% | +32.8% | +29.3% |
| YTD | +33.4% | +62.9% | -29.5% | +9.9% |
| 1Y | -23.7% | +91.3% | -115.0% | -40.7% |
| 3Y | +19.0% | +43.4% | -24.4% | -11.2% |
| All | -77.4% | -16.8% | -60.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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