-27.9%
MARA vs SPOT
-27.6%
-0.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -1.5% | -6.9% | +5.4% | 0.0% |
| 30D | +18.1% | +4.1% | +13.9% | +16.5% |
| 3M | -9.4% | +3.7% | -13.1% | -11.0% |
| 6M | +33.4% | -1.6% | +35.0% | +32.8% |
| YTD | +27.3% | -10.2% | +37.4% | +37.1% |
| 1Y | -27.9% | -25.9% | -2.0% | -9.0% |
| All | -27.9% | -27.6% | -0.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling