-63.9%
MARA vs S
-56.8%
-7.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +6.0% | -7.7% | +13.7% | +11.2% |
| 30D | +0.6% | -5.3% | +6.0% | +1.8% |
| 3M | -18.5% | +20.3% | -38.8% | -30.5% |
| 6M | +21.7% | +47.4% | -25.6% | -11.6% |
| YTD | +25.9% | +32.5% | -6.6% | -2.7% |
| 1Y | -25.1% | +9.5% | -34.7% | -35.2% |
| 3Y | -5.7% | +15.5% | -21.3% | -25.2% |
| 5Y | -73.9% | -71.2% | -2.7% | -55.7% |
| All | -63.9% | -56.8% | -7.2% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling