-93.9%
MARA vs TAP
+37.6%
-131.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.5% |
| 7D | +2.5% | -4.5% | +7.0% | +3.5% |
| 30D | -23.9% | +7.5% | -31.4% | -25.8% |
| 3M | -23.2% | -4.9% | -18.3% | -23.1% |
| 6M | -43.3% | -3.5% | -39.8% | -43.8% |
| YTD | -18.3% | -11.4% | -6.8% | -17.8% |
| 1Y | -52.9% | -10.8% | -42.1% | -52.8% |
| 3Y | -23.6% | -24.5% | +0.9% | -20.1% |
| 5Y | -88.7% | +2.5% | -91.1% | -88.9% |
| 10Y | -80.3% | -47.6% | -32.7% | -79.2% |
| All | -93.9% | +37.6% | -131.4% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling