-93.9%
MARA vs SIMO
+1,566.2%
-1,660.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.7% | +12.3% | +11.3% |
| 7D | +2.5% | -16.0% | +18.5% | +10.3% |
| 30D | -23.9% | -35.8% | +11.8% | -9.2% |
| 3M | -23.2% | -26.5% | +3.3% | -14.6% |
| 6M | -43.3% | -33.0% | -10.3% | -36.1% |
| YTD | -18.3% | +84.3% | -102.6% | -45.1% |
| 1Y | -52.9% | +82.0% | -134.9% | -68.1% |
| 3Y | -23.6% | +218.5% | -242.1% | -60.2% |
| 5Y | -88.7% | +175.0% | -263.7% | -93.9% |
| 10Y | -80.3% | +407.5% | -487.8% | -91.4% |
| All | -93.9% | +1,566.2% | -1,660.0% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling