-74.1%
MARA vs SPYG
+424.6%
-498.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +3.1% |
| 7D | +5.9% | -0.9% | +6.8% | +8.0% |
| 30D | +24.3% | -1.5% | +25.8% | +28.8% |
| 3M | -12.0% | +3.7% | -15.7% | -17.6% |
| 6M | +40.1% | +16.4% | +23.7% | +4.3% |
| YTD | +33.4% | +13.3% | +20.1% | +7.3% |
| 1Y | -23.7% | +17.9% | -41.6% | -42.5% |
| 3Y | +19.0% | +98.3% | -79.4% | -67.6% |
| 5Y | -66.5% | +86.4% | -152.9% | -86.8% |
| All | -74.1% | +424.6% | -498.7% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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