-66.3%
MARA vs RSG
+89.9%
-156.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.1% | +4.5% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +24.3% | +4.0% | +20.3% | +22.2% |
| 3M | -12.0% | +7.4% | -19.3% | -16.0% |
| 6M | +40.1% | +0.1% | +40.0% | +38.4% |
| YTD | +33.4% | +6.0% | +27.4% | +26.9% |
| 1Y | -23.7% | -3.0% | -20.8% | -23.5% |
| 3Y | +19.0% | +56.5% | -37.5% | -21.0% |
| All | -66.3% | +89.9% | -156.2% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling