-90.5%
MARA vs SO
+258.8%
-349.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +0.6% | -4.6% | +5.2% | +1.1% |
| 3M | -18.5% | -3.0% | -15.5% | -18.5% |
| 6M | +21.7% | -8.3% | +30.0% | +22.7% |
| YTD | +25.9% | +3.5% | +22.4% | +25.1% |
| 1Y | -25.1% | -0.9% | -24.2% | -25.3% |
| 3Y | -5.7% | +45.4% | -51.1% | -11.4% |
| 5Y | -73.9% | +59.6% | -133.6% | -75.7% |
| 10Y | -75.6% | +156.6% | -232.2% | -76.7% |
| All | -90.5% | +258.8% | -349.4% | -86.2% |
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