-90.0%
MARA vs SPXS
-99.9%
+9.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +1.8% |
| 7D | +13.8% | +1.2% | +12.6% | +15.1% |
| 30D | +24.7% | +5.2% | +19.5% | +29.6% |
| 3M | -10.4% | -9.2% | -1.3% | -14.0% |
| 6M | +37.6% | -29.6% | +67.2% | +14.6% |
| YTD | +32.7% | -27.6% | +60.4% | +16.2% |
| 1Y | -25.2% | -36.7% | +11.6% | -38.2% |
| 3Y | +9.3% | -79.8% | +89.1% | -42.8% |
| 5Y | -69.3% | -85.9% | +16.5% | -78.4% |
| 10Y | -73.6% | -99.5% | +26.0% | -93.0% |
| All | -90.0% | -99.9% | +9.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling