-66.6%
MARA vs SGI
+50.6%
-117.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +2.4% |
| 7D | +13.8% | +0.6% | +13.2% | +13.4% |
| 30D | +24.7% | +5.5% | +19.2% | +18.1% |
| 3M | -10.4% | -3.6% | -6.8% | -9.4% |
| 6M | +37.6% | -15.0% | +52.7% | +52.3% |
| YTD | +32.7% | -23.0% | +55.8% | +58.4% |
| 1Y | -25.2% | -18.4% | -6.8% | -17.8% |
| 3Y | +9.3% | +57.8% | -48.5% | -39.3% |
| All | -66.6% | +50.6% | -117.2% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling