-77.7%
MARA vs NVTS
-14.2%
-63.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.2% |
| 7D | +15.6% | +9.7% | +6.0% | +12.9% |
| 30D | +17.2% | -13.6% | +30.9% | +21.5% |
| 3M | -14.2% | -51.0% | +36.8% | +0.9% |
| 6M | +47.7% | +46.3% | +1.3% | +25.3% |
| YTD | +31.7% | +68.1% | -36.3% | +7.7% |
| 1Y | -22.2% | +113.9% | -136.1% | -41.0% |
| 3Y | +8.4% | +45.3% | -36.8% | -18.8% |
| All | -77.7% | -14.2% | -63.5% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling