-73.6%
MARA vs SO
+155.9%
-229.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +13.8% | 0.0% | +13.8% | +13.9% |
| 30D | +24.7% | -2.5% | +27.2% | +25.2% |
| 3M | -10.4% | -4.2% | -6.3% | -10.0% |
| 6M | +37.6% | -7.7% | +45.3% | +39.3% |
| YTD | +32.7% | +3.8% | +28.9% | +31.2% |
| 1Y | -25.2% | +0.1% | -25.2% | -25.5% |
| 3Y | +9.3% | +44.2% | -34.9% | -1.4% |
| 5Y | -69.3% | +57.9% | -127.2% | -73.0% |
| 10Y | -73.6% | +162.0% | -235.6% | -77.6% |
| All | -73.6% | +155.9% | -229.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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