+130.1%
MARA vs ROIV
+298.2%
-168.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +13.8% | +22.3% | -8.5% | +4.9% |
| 30D | +24.7% | +16.9% | +7.8% | +16.9% |
| 3M | -10.4% | +43.9% | -54.4% | -22.5% |
| 6M | +37.6% | +41.6% | -3.9% | +19.6% |
| YTD | +32.7% | +92.7% | -59.9% | +3.3% |
| 1Y | -25.2% | +210.2% | -235.3% | -50.9% |
| 3Y | +9.3% | +231.8% | -222.6% | -31.2% |
| 5Y | -69.3% | +319.8% | -389.1% | -85.4% |
| All | +130.1% | +298.2% | -168.1% | +31.0% |
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