-68.3%
MARA vs SIMO
+297.1%
-365.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.2% | -1.6% | +2.2% |
| 7D | +15.6% | +14.6% | +1.0% | +9.1% |
| 30D | +17.2% | +6.2% | +11.0% | +13.1% |
| 3M | -14.2% | +3.6% | -17.7% | -17.9% |
| 6M | +47.7% | +130.8% | -83.1% | -7.5% |
| YTD | +31.7% | +195.8% | -164.0% | -30.0% |
| 1Y | -22.2% | +225.0% | -247.2% | -60.6% |
| 3Y | +8.4% | +452.3% | -443.9% | -59.7% |
| 5Y | -68.3% | +303.6% | -371.9% | -84.0% |
| All | -68.3% | +297.1% | -365.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling