-58.7%
MARA vs OWL
-28.0%
-30.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -5.5% |
| 7D | -6.5% | +10.1% | -16.7% | -11.4% |
| 30D | -38.5% | +18.7% | -57.2% | -44.0% |
| 3M | -41.5% | -6.2% | -35.3% | -40.6% |
| 6M | -41.9% | +9.8% | -51.7% | -46.8% |
| YTD | -23.5% | -24.2% | +0.7% | -6.9% |
| 1Y | -58.7% | -26.6% | -32.1% | -49.0% |
| All | -58.7% | -28.0% | -30.6% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling