+113.5%
MARA vs OWL
+32.0%
+81.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +8.0% |
| 7D | +15.6% | -3.9% | +19.6% | +19.0% |
| 30D | +17.2% | -3.7% | +20.9% | +19.0% |
| 3M | -14.2% | +21.4% | -35.5% | -27.7% |
| 6M | +47.7% | +18.3% | +29.3% | +23.7% |
| YTD | +31.7% | -20.1% | +51.8% | +50.8% |
| 1Y | -22.2% | -32.8% | +10.6% | +1.5% |
| 3Y | +8.4% | +8.6% | -0.1% | -0.7% |
| 5Y | -68.3% | -4.5% | -63.8% | -71.5% |
| All | +113.5% | +32.0% | +81.6% | +169.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling