-77.0%
MARA vs S
-51.5%
-25.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.3% | +0.3% | -2.2% |
| 7D | +22.4% | +4.1% | +18.4% | +19.5% |
| 30D | -21.0% | -7.2% | -13.8% | -17.2% |
| 3M | -25.3% | 0.0% | -25.3% | -28.4% |
| 6M | -43.4% | +41.6% | -85.0% | -57.9% |
| YTD | -19.8% | +48.6% | -68.4% | -43.7% |
| 1Y | -50.0% | +30.0% | -80.1% | -61.8% |
| 3Y | -25.1% | +42.2% | -67.2% | -48.7% |
| 5Y | -90.5% | -70.8% | -19.7% | -85.0% |
| All | -77.0% | -51.5% | -25.5% | -69.9% |
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