-75.3%
MARA vs SPY
+318.9%
-394.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.7% |
| 7D | -1.5% | -2.0% | +0.5% | +3.2% |
| 30D | +18.1% | -1.7% | +19.7% | +22.9% |
| 3M | -9.4% | +4.7% | -14.2% | -17.9% |
| 6M | +33.4% | +12.5% | +20.9% | +4.1% |
| YTD | +27.3% | +11.7% | +15.6% | +3.2% |
| 1Y | -27.9% | +17.5% | -45.4% | -46.9% |
| 3Y | +4.8% | +76.6% | -71.8% | -65.5% |
| 5Y | -68.0% | +82.0% | -150.0% | -87.5% |
| All | -75.3% | +318.9% | -394.2% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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