+56.0%
MARA vs SPOT
+269.3%
-213.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -4.4% |
| 7D | +10.1% | +1.6% | +8.5% | +9.0% |
| 30D | -15.1% | +16.9% | -32.0% | -24.5% |
| 3M | -24.1% | +23.0% | -47.1% | -36.4% |
| 6M | -45.2% | +42.2% | -87.4% | -59.6% |
| YTD | -22.2% | +5.5% | -27.7% | -32.3% |
| 1Y | -45.3% | -5.1% | -40.2% | -48.7% |
| 3Y | -23.9% | +257.9% | -281.8% | -76.4% |
| 5Y | -90.8% | +118.4% | -209.2% | -96.2% |
| All | +56.0% | +269.3% | -213.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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