-90.0%
MARA vs SONY
+737.7%
-827.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.0% |
| 7D | +13.8% | -4.9% | +18.8% | +16.9% |
| 30D | +24.7% | -1.6% | +26.3% | +25.1% |
| 3M | -10.4% | +10.0% | -20.4% | -17.3% |
| 6M | +37.6% | +8.4% | +29.2% | +28.1% |
| YTD | +32.7% | -8.4% | +41.2% | +36.9% |
| 1Y | -25.2% | -18.4% | -6.8% | -17.9% |
| 3Y | +9.3% | +41.0% | -31.7% | -14.5% |
| 5Y | -69.3% | +9.3% | -78.6% | -71.2% |
| 10Y | -73.6% | +281.7% | -355.3% | -81.9% |
| All | -90.0% | +737.7% | -827.7% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling