-8.5%
MARA vs SIMO
+432.2%
-440.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -5.6% |
| 7D | +6.0% | +4.2% | +1.8% | +4.1% |
| 30D | +0.6% | +4.1% | -3.5% | -2.1% |
| 3M | -18.5% | -12.9% | -5.6% | -16.7% |
| 6M | +21.7% | +110.3% | -88.6% | -17.1% |
| YTD | +25.9% | +178.6% | -152.6% | -30.0% |
| 1Y | -25.1% | +220.0% | -245.1% | -61.8% |
| All | -8.5% | +432.2% | -440.7% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling