-90.5%
MARA vs SIMO
+2,417.9%
-2,508.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.7% | -11.2% | -5.9% |
| 7D | +6.0% | +4.2% | +1.8% | +3.9% |
| 30D | +0.6% | +4.1% | -3.5% | -2.6% |
| 3M | -18.5% | -12.9% | -5.6% | -16.3% |
| 6M | +21.7% | +110.3% | -88.6% | -19.0% |
| YTD | +25.9% | +178.6% | -152.6% | -27.9% |
| 1Y | -25.1% | +220.0% | -245.1% | -59.6% |
| 3Y | -5.7% | +409.0% | -414.8% | -59.1% |
| 5Y | -73.9% | +277.3% | -351.3% | -87.6% |
| 10Y | -75.6% | +506.6% | -582.2% | -90.4% |
| All | -90.5% | +2,417.9% | -2,508.4% | -97.6% |
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