-62.4%
MARA vs SPMO
+575.0%
-637.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.0% |
| 7D | +13.8% | +2.7% | +11.1% | +8.7% |
| 30D | +24.7% | +1.1% | +23.6% | +22.6% |
| 3M | -10.4% | +2.0% | -12.5% | -13.8% |
| 6M | +37.6% | +26.5% | +11.1% | -8.9% |
| YTD | +32.7% | +26.5% | +6.2% | -10.4% |
| 1Y | -25.2% | +27.9% | -53.1% | -49.6% |
| 3Y | +9.3% | +160.4% | -151.1% | -76.9% |
| 5Y | -69.3% | +151.5% | -220.8% | -92.1% |
| 10Y | -73.6% | +526.3% | -599.9% | -95.4% |
| All | -62.4% | +575.0% | -637.4% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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