-74.2%
MARA vs TAP
-50.5%
-23.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +13.8% | -5.1% | +18.9% | +15.3% |
| 30D | +24.7% | -8.4% | +33.1% | +27.2% |
| 3M | -10.4% | -3.9% | -6.5% | -10.4% |
| 6M | +37.6% | -14.4% | +52.0% | +42.0% |
| YTD | +32.7% | -14.7% | +47.5% | +36.0% |
| 1Y | -25.2% | -18.7% | -6.5% | -22.5% |
| 3Y | +9.3% | -32.6% | +41.9% | +19.0% |
| 5Y | -69.3% | -1.4% | -67.9% | -69.3% |
| All | -74.2% | -50.5% | -23.7% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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