-82.2%
MARA vs SPY
+307.0%
-389.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.1% |
| 7D | +10.1% | +2.6% | +7.5% | +3.8% |
| 30D | -15.1% | -2.0% | -13.1% | -9.8% |
| 3M | -24.1% | -2.8% | -21.3% | -17.4% |
| 6M | -45.2% | +2.1% | -47.3% | -45.9% |
| YTD | -22.2% | +11.5% | -33.6% | -35.5% |
| 1Y | -45.3% | +13.5% | -58.8% | -56.3% |
| 3Y | -23.9% | +77.7% | -101.6% | -75.1% |
| 5Y | -90.8% | +72.6% | -163.4% | -96.0% |
| All | -82.2% | +307.0% | -389.2% | -97.3% |
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