+19.0%
MARA vs OWL
+0.9%
+18.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +3.9% |
| 7D | +5.9% | -10.1% | +16.1% | +14.4% |
| 30D | +24.3% | -11.9% | +36.2% | +35.1% |
| 3M | -12.0% | +10.7% | -22.7% | -21.0% |
| 6M | +40.1% | +22.1% | +18.0% | +12.9% |
| YTD | +33.4% | -24.8% | +58.2% | +63.3% |
| 1Y | -23.7% | -39.2% | +15.5% | +11.7% |
| 3Y | +19.0% | +1.7% | +17.2% | +28.7% |
| All | +19.0% | +0.9% | +18.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling