+28.2%
MARA vs ROIV
+287.3%
-259.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +2.8% |
| 7D | +3.3% | +13.3% | -10.1% | -1.4% |
| 30D | -31.2% | +14.8% | -45.9% | -34.6% |
| 3M | -34.2% | +11.9% | -46.1% | -37.3% |
| 6M | -48.7% | +42.4% | -91.1% | -55.6% |
| YTD | -26.1% | +87.4% | -113.5% | -41.8% |
| 1Y | -58.2% | +97.2% | -155.4% | -67.7% |
| 3Y | -28.1% | +375.7% | -403.7% | -58.3% |
| 5Y | -91.3% | +379.0% | -470.3% | -96.2% |
| All | +28.2% | +287.3% | -259.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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