-46.7%
MARA vs SNAP
-77.0%
+30.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.6% |
| 7D | -1.5% | -3.2% | +1.7% | -0.4% |
| 30D | +18.1% | +0.2% | +17.9% | +17.4% |
| 3M | -9.4% | +2.6% | -12.0% | -12.0% |
| 6M | +33.4% | +12.4% | +20.9% | +22.4% |
| YTD | +27.3% | -31.6% | +58.9% | +41.7% |
| 1Y | -27.9% | -21.7% | -6.2% | -24.3% |
| 3Y | +4.8% | -41.2% | +46.0% | +9.9% |
| 5Y | -68.0% | -92.6% | +24.6% | -41.4% |
| All | -46.7% | -77.0% | +30.3% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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