-70.1%
MARA vs NWSA
+123.2%
-193.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +6.1% |
| 7D | +15.6% | -2.6% | +18.3% | +18.1% |
| 30D | +17.2% | +4.6% | +12.7% | +13.0% |
| 3M | -14.2% | +10.2% | -24.4% | -22.7% |
| 6M | +47.7% | +21.6% | +26.1% | +21.9% |
| YTD | +31.7% | +14.6% | +17.1% | +12.1% |
| 1Y | -22.2% | +0.4% | -22.5% | -26.3% |
| 3Y | +8.4% | +45.0% | -36.5% | -21.2% |
| 5Y | -68.3% | +41.3% | -109.6% | -75.1% |
| 10Y | -74.9% | +142.8% | -217.6% | -85.8% |
| All | -70.1% | +123.2% | -193.2% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling