+15.0%
MARA vs SE
+363.8%
-348.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.5% |
| 7D | +10.1% | -0.5% | +10.6% | +10.1% |
| 30D | -15.1% | -20.9% | +5.9% | -5.1% |
| 3M | -24.1% | -38.9% | +14.8% | -4.1% |
| 6M | -45.2% | -19.4% | -25.8% | -40.8% |
| YTD | -22.2% | -40.9% | +18.8% | -5.0% |
| 1Y | -45.3% | -46.2% | +0.9% | -30.0% |
| 3Y | -23.9% | +63.7% | -87.6% | -48.6% |
| 5Y | -90.8% | -77.9% | -12.9% | -85.9% |
| All | +15.0% | +363.8% | -348.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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