-74.1%
MARA vs RMBS
+566.4%
-640.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +3.5% |
| 7D | +5.9% | +1.8% | +4.2% | +4.7% |
| 30D | +24.3% | -13.9% | +38.2% | +38.5% |
| 3M | -12.0% | -39.8% | +27.8% | +22.2% |
| 6M | +40.1% | -6.0% | +46.1% | +27.7% |
| YTD | +33.4% | -5.4% | +38.8% | +16.5% |
| 1Y | -23.7% | -1.8% | -21.9% | -38.1% |
| 3Y | +19.0% | +53.7% | -34.7% | -47.8% |
| 5Y | -66.5% | +268.5% | -335.0% | -94.0% |
| All | -74.1% | +566.4% | -640.5% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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