+118.3%
MARA vs ROIV
+232.7%
-114.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.1% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +0.6% | +1.0% | -0.3% | +0.1% |
| 3M | -18.5% | +18.3% | -36.8% | -23.5% |
| 6M | +21.7% | +18.3% | +3.4% | +14.0% |
| YTD | +25.9% | +61.0% | -35.0% | +5.5% |
| 1Y | -25.1% | +177.9% | -203.0% | -48.4% |
| 3Y | -5.7% | +199.1% | -204.8% | -37.9% |
| 5Y | -73.9% | +250.7% | -324.6% | -86.6% |
| All | +118.3% | +232.7% | -114.3% | +33.8% |
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