+8.4%
MARA vs S
+13.8%
-5.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.8% |
| 7D | +15.6% | -5.8% | +21.5% | +19.2% |
| 30D | +17.2% | -9.2% | +26.5% | +21.2% |
| 3M | -14.2% | +23.4% | -37.5% | -27.3% |
| 6M | +47.7% | +36.9% | +10.8% | +14.6% |
| YTD | +31.7% | +29.5% | +2.2% | +4.7% |
| 1Y | -22.2% | +5.4% | -27.6% | -30.0% |
| 3Y | +8.4% | +14.7% | -6.3% | +7.4% |
| All | +8.4% | +13.8% | -5.3% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling