+1,110.1%
MARA vs SITM
+4,789.7%
-3,679.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.5% | -0.7% | +2.1% |
| 7D | +5.9% | +3.9% | +2.1% | +3.8% |
| 30D | +24.3% | -6.6% | +30.9% | +27.3% |
| 3M | -12.0% | -11.9% | -0.1% | -10.7% |
| 6M | +40.1% | +81.1% | -41.0% | -6.2% |
| YTD | +33.4% | +80.0% | -46.6% | -14.7% |
| 1Y | -23.7% | +145.8% | -169.6% | -60.5% |
| 3Y | +19.0% | +475.9% | -456.9% | -68.3% |
| 5Y | -66.5% | +189.2% | -255.7% | -87.9% |
| All | +1,110.1% | +4,789.7% | -3,679.6% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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