-88.7%
MARA vs SO
+78.2%
-166.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.1% | +10.5% | +10.5% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | -23.9% | +8.7% | -32.6% | -24.4% |
| 3M | -23.2% | +3.4% | -26.6% | -23.4% |
| 6M | -43.3% | +3.7% | -47.0% | -43.7% |
| YTD | -18.3% | +10.0% | -28.3% | -19.4% |
| 1Y | -52.9% | +6.6% | -59.5% | -53.3% |
| 3Y | -23.6% | +52.5% | -76.1% | -31.8% |
| 5Y | -88.7% | +76.1% | -164.7% | -87.7% |
| All | -88.7% | +78.2% | -166.9% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling