-58.7%
MARA vs SGI
-10.7%
-47.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.9% | -5.9% |
| 7D | -6.5% | +12.1% | -18.6% | -9.8% |
| 30D | -38.5% | +12.1% | -50.6% | -40.7% |
| 3M | -41.5% | +0.4% | -42.0% | -41.6% |
| 6M | -41.9% | -4.0% | -37.9% | -41.5% |
| YTD | -23.5% | -21.2% | -2.3% | -20.3% |
| 1Y | -58.7% | -12.1% | -46.6% | -55.9% |
| All | -58.7% | -10.7% | -47.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling