-74.1%
MARA vs SONY
+293.1%
-367.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.5% |
| 7D | +5.9% | -2.7% | +8.6% | +8.0% |
| 30D | +24.3% | +1.5% | +22.7% | +21.7% |
| 3M | -12.0% | +13.0% | -25.0% | -23.7% |
| 6M | +40.1% | +11.2% | +28.9% | +22.8% |
| YTD | +33.4% | -6.6% | +40.0% | +36.9% |
| 1Y | -23.7% | -18.1% | -5.6% | -13.0% |
| 3Y | +19.0% | +42.1% | -23.1% | -22.6% |
| 5Y | -66.5% | +11.0% | -77.5% | -71.0% |
| All | -74.1% | +293.1% | -367.2% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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