-74.1%
MARA vs SPXS
-99.6%
+25.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.2% | +2.9% |
| 7D | +5.9% | +2.5% | +3.4% | +8.1% |
| 30D | +24.3% | +4.2% | +20.1% | +28.9% |
| 3M | -12.0% | -9.3% | -2.7% | -16.3% |
| 6M | +40.1% | -30.7% | +70.8% | +13.4% |
| YTD | +33.4% | -28.1% | +61.5% | +14.8% |
| 1Y | -23.7% | -35.1% | +11.3% | -36.9% |
| 3Y | +19.0% | -79.6% | +98.5% | -41.2% |
| 5Y | -66.5% | -86.3% | +19.8% | -78.0% |
| All | -74.1% | -99.6% | +25.5% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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