-90.0%
MARA vs SGI
+396.9%
-487.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | +13.8% | +0.6% | +13.2% | +13.6% |
| 30D | +24.7% | +5.5% | +19.2% | +21.2% |
| 3M | -10.4% | -3.6% | -6.8% | -9.5% |
| 6M | +37.6% | -15.0% | +52.7% | +46.4% |
| YTD | +32.7% | -23.0% | +55.8% | +47.2% |
| 1Y | -25.2% | -18.4% | -6.8% | -20.0% |
| 3Y | +9.3% | +57.8% | -48.5% | -12.6% |
| 5Y | -69.3% | +51.5% | -120.8% | -74.9% |
| 10Y | -73.6% | +275.2% | -348.8% | -85.1% |
| All | -90.0% | +396.9% | -487.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling