-94.2%
MARA vs SGI
+342.5%
-436.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | -5.3% | +15.4% | +12.6% |
| 30D | -15.1% | -2.1% | -13.0% | -15.3% |
| 3M | -24.1% | -8.2% | -15.9% | -22.3% |
| 6M | -45.2% | -4.6% | -40.6% | -45.2% |
| YTD | -22.2% | -31.5% | +9.3% | -10.2% |
| 1Y | -45.3% | -30.8% | -14.5% | -37.3% |
| 3Y | -23.9% | +67.2% | -91.1% | -40.9% |
| 5Y | -90.8% | +42.5% | -133.3% | -92.3% |
| 10Y | -81.0% | +321.9% | -402.9% | -89.1% |
| All | -94.2% | +342.5% | -436.7% | -96.6% |
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