-81.6%
MARA vs SO
+193.6%
-275.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.8% |
| 7D | +22.4% | -0.9% | +23.4% | +22.7% |
| 30D | -21.0% | +4.9% | -25.9% | -21.8% |
| 3M | -25.3% | +0.8% | -26.1% | -25.6% |
| 6M | -43.4% | +0.6% | -44.0% | -43.8% |
| YTD | -19.8% | +8.7% | -28.5% | -21.6% |
| 1Y | -50.0% | +4.0% | -54.0% | -50.7% |
| 3Y | -25.1% | +50.6% | -75.6% | -33.2% |
| 5Y | -90.5% | +77.5% | -168.0% | -91.9% |
| All | -81.6% | +193.6% | -275.3% | -85.8% |
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