-73.6%
MARA vs SIMO
+548.4%
-622.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.2% |
| 7D | +13.8% | +14.5% | -0.7% | +6.5% |
| 30D | +24.7% | +20.4% | +4.3% | +12.9% |
| 3M | -10.4% | +7.1% | -17.6% | -16.4% |
| 6M | +37.6% | +129.2% | -91.6% | -19.2% |
| YTD | +32.7% | +201.9% | -169.2% | -35.2% |
| 1Y | -25.2% | +235.5% | -260.7% | -65.4% |
| 3Y | +9.3% | +463.8% | -454.6% | -63.2% |
| 5Y | -69.3% | +306.7% | -376.0% | -88.3% |
| 10Y | -73.6% | +579.5% | -653.0% | -92.7% |
| All | -73.6% | +548.4% | -622.0% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling