-75.3%
MARA vs SFM
+268.6%
-343.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -1.5% | -8.8% | +7.3% | +0.4% |
| 30D | +18.1% | -14.5% | +32.5% | +21.9% |
| 3M | -9.4% | -16.8% | +7.4% | -6.2% |
| 6M | +33.4% | -5.3% | +38.7% | +33.1% |
| YTD | +27.3% | -9.4% | +36.7% | +27.9% |
| 1Y | -27.9% | -46.2% | +18.2% | -18.9% |
| 3Y | +4.8% | +81.3% | -76.5% | -7.6% |
| 5Y | -68.0% | +211.9% | -279.9% | -74.2% |
| All | -75.3% | +268.6% | -343.8% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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