-58.5%
MARA vs SN
+650.0%
-708.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.0% | -3.0% | -4.9% |
| 7D | +22.4% | +1.4% | +21.1% | +21.9% |
| 30D | -21.0% | +16.6% | -37.6% | -25.6% |
| 3M | -25.3% | +18.3% | -43.6% | -30.5% |
| 6M | -43.4% | +103.1% | -146.5% | -58.6% |
| YTD | -19.8% | +96.7% | -116.6% | -40.9% |
| 1Y | -50.0% | +134.3% | -184.4% | -65.9% |
| 3Y | -25.1% | +425.2% | -450.3% | -52.4% |
| All | -58.5% | +650.0% | -708.5% | -72.5% |
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