-27.9%
MARA vs SPY
+17.2%
-45.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -2.1% |
| 7D | -1.5% | -2.0% | +0.5% | +5.3% |
| 30D | +18.1% | -1.7% | +19.7% | +24.9% |
| 3M | -9.4% | +4.7% | -14.2% | -22.7% |
| 6M | +33.4% | +12.5% | +20.9% | -7.7% |
| YTD | +27.3% | +11.7% | +15.6% | -7.2% |
| 1Y | -27.9% | +17.5% | -45.4% | -55.1% |
| All | -27.9% | +17.2% | -45.2% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling