+207.3%
MARA vs QS
-47.4%
+254.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -1.5% | -5.0% | +3.5% | +0.4% |
| 30D | +18.1% | -18.3% | +36.4% | +27.9% |
| 3M | -9.4% | -26.0% | +16.6% | +0.5% |
| 6M | +33.4% | -24.0% | +57.4% | +45.7% |
| YTD | +27.3% | -50.3% | +77.6% | +65.1% |
| 1Y | -27.9% | -38.0% | +10.0% | -17.2% |
| 3Y | +4.8% | -24.6% | +29.4% | -5.9% |
| 5Y | -68.0% | -75.4% | +7.4% | -58.5% |
| All | +207.3% | -47.4% | +254.7% | +460.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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