-31.4%
MARA vs SN
+476.8%
-508.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.1% |
| 7D | +13.8% | -3.4% | +17.2% | +15.4% |
| 30D | +24.7% | -9.1% | +33.7% | +29.3% |
| 3M | -10.4% | +31.8% | -42.2% | -21.3% |
| 6M | +37.6% | +52.0% | -14.4% | +12.4% |
| YTD | +32.7% | +51.3% | -18.6% | +8.9% |
| 1Y | -25.2% | +46.9% | -72.0% | -38.2% |
| 3Y | +9.3% | +394.9% | -385.7% | -16.5% |
| All | -31.4% | +476.8% | -508.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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