-88.7%
MARA vs SNAP
-90.7%
+2.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.0% | +11.5% | +11.0% |
| 7D | +2.5% | -10.6% | +13.1% | +7.5% |
| 30D | -23.9% | -19.7% | -4.2% | -16.5% |
| 3M | -23.2% | -6.5% | -16.7% | -22.0% |
| 6M | -43.3% | -17.8% | -25.5% | -40.4% |
| YTD | -18.3% | -38.0% | +19.8% | -4.4% |
| 1Y | -52.9% | -42.5% | -10.4% | -43.0% |
| 3Y | -23.6% | -55.8% | +32.2% | -11.1% |
| 5Y | -88.7% | -90.5% | +1.9% | -72.7% |
| All | -88.7% | -90.7% | +2.0% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling