+263.0%
MARA vs PINS
-19.8%
+282.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.4% | +4.1% |
| 7D | +5.9% | -6.6% | +12.5% | +9.2% |
| 30D | +24.3% | -16.8% | +41.1% | +35.1% |
| 3M | -12.0% | -11.4% | -0.6% | -9.2% |
| 6M | +40.1% | -1.7% | +41.8% | +34.1% |
| YTD | +33.4% | -26.4% | +59.8% | +44.0% |
| 1Y | -23.7% | -45.5% | +21.8% | -5.1% |
| 3Y | +19.0% | -31.7% | +50.7% | +20.4% |
| 5Y | -66.5% | -64.9% | -1.6% | -55.6% |
| All | +263.0% | -19.8% | +282.8% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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