-87.4%
MARA vs SGI
+41.4%
-128.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | +10.1% | -5.3% | +15.4% | +14.5% |
| 30D | -15.1% | -2.1% | -13.0% | -15.9% |
| 3M | -24.1% | -8.2% | -15.9% | -21.4% |
| 6M | -45.2% | -4.6% | -40.6% | -46.3% |
| YTD | -22.2% | -31.5% | +9.3% | -0.4% |
| 1Y | -45.3% | -30.8% | -14.5% | -31.2% |
| 3Y | -23.9% | +67.2% | -91.1% | -62.2% |
| All | -87.4% | +41.4% | -128.8% | -93.0% |
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 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