-74.1%
MARA vs RSG
+428.9%
-503.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.1% | +4.4% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +24.3% | +4.0% | +20.3% | +21.3% |
| 3M | -12.0% | +7.4% | -19.3% | -17.2% |
| 6M | +40.1% | +0.1% | +40.0% | +36.6% |
| YTD | +33.4% | +6.0% | +27.4% | +24.8% |
| 1Y | -23.7% | -3.0% | -20.8% | -24.7% |
| 3Y | +19.0% | +56.5% | -37.5% | -19.8% |
| 5Y | -66.5% | +90.9% | -157.4% | -80.5% |
| All | -74.1% | +428.9% | -503.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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