-23.6%
MARA vs SO
+51.8%
-75.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -23.9% | +8.7% | -32.6% | -22.9% |
| 3M | -23.2% | +3.4% | -26.6% | -22.6% |
| 6M | -43.3% | +3.7% | -47.0% | -43.1% |
| YTD | -18.3% | +10.0% | -28.3% | -17.4% |
| 1Y | -52.9% | +6.6% | -59.5% | -52.3% |
| 3Y | -23.6% | +52.5% | -76.1% | -26.1% |
| All | -23.6% | +51.8% | -75.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling