-68.0%
MARA vs NWSA
+39.0%
-107.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.2% |
| 7D | -1.5% | -4.8% | +3.3% | +4.0% |
| 30D | +18.1% | +3.0% | +15.1% | +13.9% |
| 3M | -9.4% | +9.3% | -18.7% | -21.9% |
| 6M | +33.4% | +23.2% | +10.2% | -2.4% |
| YTD | +27.3% | +13.3% | +14.0% | +0.5% |
| 1Y | -27.9% | +2.9% | -30.8% | -35.8% |
| 3Y | +4.8% | +43.3% | -38.6% | -41.2% |
| 5Y | -68.0% | +40.9% | -108.9% | -81.0% |
| All | -68.0% | +39.0% | -107.1% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling