-74.1%
MARA vs NWSA
+149.4%
-223.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.6% |
| 7D | +5.9% | -2.8% | +8.7% | +8.6% |
| 30D | +24.3% | +3.0% | +21.2% | +20.8% |
| 3M | -12.0% | +12.3% | -24.3% | -23.1% |
| 6M | +40.1% | +21.9% | +18.3% | +12.3% |
| YTD | +33.4% | +13.6% | +19.8% | +11.7% |
| 1Y | -23.7% | +0.5% | -24.2% | -28.5% |
| 3Y | +19.0% | +43.8% | -24.8% | -17.8% |
| 5Y | -66.5% | +41.2% | -107.6% | -75.0% |
| All | -74.1% | +149.4% | -223.4% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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