-23.7%
MARA vs SGI
-21.0%
-2.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.5% |
| 7D | +5.9% | -4.5% | +10.4% | +7.7% |
| 30D | +24.3% | +4.2% | +20.1% | +22.3% |
| 3M | -12.0% | -7.4% | -4.5% | -9.5% |
| 6M | +40.1% | -15.1% | +55.2% | +45.0% |
| YTD | +33.4% | -24.7% | +58.1% | +42.8% |
| 1Y | -23.7% | -21.8% | -2.0% | -10.0% |
| All | -23.7% | -21.0% | -2.8% | -10.0% |
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