-94.2%
MARA vs SO
+281.2%
-375.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.1% | -3.0% |
| 7D | +10.1% | +1.4% | +8.7% | +10.0% |
| 30D | -15.1% | +4.7% | -19.8% | -15.5% |
| 3M | -24.1% | +1.7% | -25.8% | -24.3% |
| 6M | -45.2% | +2.2% | -47.3% | -45.5% |
| YTD | -22.2% | +10.0% | -32.1% | -23.2% |
| 1Y | -45.3% | +6.0% | -51.3% | -45.8% |
| 3Y | -23.9% | +54.1% | -78.0% | -28.9% |
| 5Y | -90.8% | +79.6% | -170.4% | -91.5% |
| 10Y | -81.0% | +195.5% | -276.5% | -81.5% |
| All | -94.2% | +281.2% | -375.3% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling