-69.3%
MARA vs SPY
+81.0%
-150.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +2.2% |
| 7D | +13.8% | -0.4% | +14.2% | +15.3% |
| 30D | +24.7% | -1.4% | +26.1% | +30.0% |
| 3M | -10.4% | +3.7% | -14.1% | -19.1% |
| 6M | +37.6% | +13.0% | +24.6% | -2.5% |
| YTD | +32.7% | +12.4% | +20.3% | -2.0% |
| 1Y | -25.2% | +18.5% | -43.7% | -51.9% |
| 3Y | +9.3% | +77.6% | -68.4% | -78.3% |
| 5Y | -69.3% | +81.7% | -151.0% | -91.9% |
| All | -69.3% | +81.0% | -150.3% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling