-75.3%
MARA vs SAP
+175.6%
-250.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.7% |
| 7D | -1.5% | -5.1% | +3.6% | +3.5% |
| 30D | +18.1% | -1.8% | +19.9% | +20.2% |
| 3M | -9.4% | +20.9% | -30.4% | -29.1% |
| 6M | +33.4% | +7.0% | +26.4% | +16.0% |
| YTD | +27.3% | -13.7% | +41.0% | +33.5% |
| 1Y | -27.9% | -19.6% | -8.4% | -17.7% |
| 3Y | +4.8% | +52.4% | -47.6% | -44.9% |
| 5Y | -68.0% | +54.4% | -122.4% | -82.9% |
| All | -75.3% | +175.6% | -250.9% | -91.8% |
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