+218.0%
MARA vs QS
-43.2%
+261.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +3.8% |
| 7D | +15.6% | +2.2% | +13.4% | +14.7% |
| 30D | +17.2% | -8.1% | +25.3% | +21.3% |
| 3M | -14.2% | -27.0% | +12.9% | -4.1% |
| 6M | +47.7% | -16.4% | +64.1% | +55.7% |
| YTD | +31.7% | -46.4% | +78.1% | +66.0% |
| 1Y | -22.2% | -41.1% | +18.9% | -9.2% |
| 3Y | +8.4% | -18.6% | +27.1% | -5.3% |
| 5Y | -68.3% | -73.0% | +4.8% | -60.1% |
| All | +218.0% | -43.2% | +261.3% | +463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling