+2,395.8%
MARA vs OTIS
+91.3%
+2,304.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.0% |
| 7D | +5.9% | -3.0% | +8.9% | +9.2% |
| 30D | +24.3% | -6.0% | +30.3% | +31.9% |
| 3M | -12.0% | -0.9% | -11.1% | -13.3% |
| 6M | +40.1% | -17.3% | +57.4% | +66.6% |
| YTD | +33.4% | -19.6% | +53.0% | +60.4% |
| 1Y | -23.7% | -21.0% | -2.7% | -6.6% |
| 3Y | +19.0% | -12.1% | +31.1% | +26.3% |
| 5Y | -66.5% | -17.1% | -49.4% | -61.7% |
| All | +2,395.8% | +91.3% | +2,304.6% | +1,857.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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