-74.1%
MARA vs ROST
+317.9%
-392.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +3.2% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | +24.3% | -6.9% | +31.1% | +29.6% |
| 3M | -12.0% | -3.3% | -8.7% | -11.4% |
| 6M | +40.1% | +9.0% | +31.1% | +28.5% |
| YTD | +33.4% | +28.9% | +4.5% | +9.2% |
| 1Y | -23.7% | +54.0% | -77.7% | -45.2% |
| 3Y | +19.0% | +100.7% | -81.8% | -27.6% |
| 5Y | -66.5% | +116.0% | -182.5% | -80.7% |
| All | -74.1% | +317.9% | -392.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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