-61.8%
MARA vs S
-57.1%
-4.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +5.9% | -0.7% | +6.6% | +6.2% |
| 30D | +24.3% | -11.4% | +35.7% | +31.3% |
| 3M | -12.0% | +33.8% | -45.8% | -30.2% |
| 6M | +40.1% | +39.5% | +0.6% | +5.6% |
| YTD | +33.4% | +31.7% | +1.7% | +3.3% |
| 1Y | -23.7% | +7.0% | -30.7% | -32.9% |
| 3Y | +19.0% | +11.8% | +7.2% | -3.2% |
| 5Y | -66.5% | -69.0% | +2.5% | -44.3% |
| All | -61.8% | -57.1% | -4.7% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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