+18.4%
MARA vs SYF
+160.5%
-142.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +2.3% |
| 7D | +13.8% | -1.3% | +15.2% | +15.3% |
| 30D | +24.7% | -1.1% | +25.8% | +25.3% |
| 3M | -10.4% | +7.4% | -17.8% | -17.3% |
| 6M | +37.6% | +16.2% | +21.4% | +16.3% |
| YTD | +32.7% | -6.1% | +38.9% | +36.5% |
| 1Y | -25.2% | +3.4% | -28.5% | -30.9% |
| All | +18.4% | +160.5% | -142.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 3y: compounded portfolio wealth divided by compounded SYF 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…
3y analysis · Full analysis span regression · 6 months rolling