-74.1%
MARA vs TRI
+196.2%
-270.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.8% |
| 7D | +5.9% | -7.9% | +13.8% | +10.6% |
| 30D | +24.3% | -4.5% | +28.8% | +26.6% |
| 3M | -12.0% | +22.1% | -34.1% | -27.8% |
| 6M | +40.1% | -2.8% | +42.9% | +31.2% |
| YTD | +33.4% | -23.4% | +56.8% | +48.2% |
| 1Y | -23.7% | -41.5% | +17.8% | +7.5% |
| 3Y | +19.0% | -19.2% | +38.2% | +18.5% |
| 5Y | -66.5% | -9.4% | -57.1% | -69.3% |
| All | -74.1% | +196.2% | -270.3% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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