+111.8%
MARA vs PINS
-19.4%
+131.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | +1.0% | +9.1% | +9.5% |
| 30D | -15.1% | -12.0% | -3.1% | -9.6% |
| 3M | -24.1% | -17.9% | -6.2% | -17.7% |
| 6M | -45.2% | -1.0% | -44.1% | -47.4% |
| YTD | -22.2% | -26.0% | +3.9% | -17.0% |
| 1Y | -45.3% | -28.5% | -16.8% | -40.6% |
| 3Y | -23.9% | -39.2% | +15.3% | -17.4% |
| 5Y | -90.8% | -58.3% | -32.5% | -88.7% |
| All | +111.8% | -19.4% | +131.2% | +52.5% |
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