+22.6%
MARA vs ROIV
+270.3%
-247.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.2% | +1.8% | +5.6% |
| 7D | -6.2% | +5.3% | -11.5% | -7.9% |
| 30D | -38.7% | +11.9% | -50.6% | -41.2% |
| 3M | -40.4% | +10.7% | -51.1% | -43.0% |
| 6M | -51.3% | +34.9% | -86.2% | -56.9% |
| YTD | -29.3% | +79.2% | -108.5% | -43.4% |
| 1Y | -60.2% | +89.0% | -149.2% | -68.7% |
| 3Y | -31.3% | +337.3% | -368.6% | -59.1% |
| 5Y | -90.1% | +402.3% | -492.4% | -95.5% |
| All | +22.6% | +270.3% | -247.7% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling