-82.2%
MARA vs SAP
+237.3%
-319.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.2% |
| 7D | +10.1% | +0.6% | +9.5% | +9.3% |
| 30D | -15.1% | +6.5% | -21.6% | -21.3% |
| 3M | -24.1% | +12.2% | -36.3% | -33.5% |
| 6M | -45.2% | +46.1% | -91.2% | -65.8% |
| YTD | -22.2% | -1.6% | -20.5% | -29.7% |
| 1Y | -45.3% | -5.1% | -40.2% | -48.4% |
| 3Y | -23.9% | +68.4% | -92.2% | -64.4% |
| 5Y | -90.8% | +79.4% | -170.2% | -95.9% |
| All | -82.2% | +237.3% | -319.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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