+39.0%
MARA vs ROIV
+280.9%
-241.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -4.3% |
| 7D | +22.4% | +9.2% | +13.2% | +18.6% |
| 30D | -21.0% | +19.9% | -40.9% | -26.0% |
| 3M | -25.3% | +10.6% | -35.9% | -28.4% |
| 6M | -43.4% | +36.1% | -79.5% | -50.1% |
| YTD | -19.8% | +84.3% | -104.1% | -36.4% |
| 1Y | -50.0% | +87.6% | -137.6% | -60.6% |
| 3Y | -25.1% | +353.9% | -379.0% | -55.9% |
| 5Y | -90.5% | +376.1% | -466.6% | -95.8% |
| All | +39.0% | +280.9% | -241.9% | -19.4% |
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