-66.3%
MARA vs TRI
-10.0%
-56.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.9% |
| 7D | +5.9% | -7.9% | +13.8% | +10.5% |
| 30D | +24.3% | -4.5% | +28.8% | +26.5% |
| 3M | -12.0% | +22.1% | -34.1% | -28.8% |
| 6M | +40.1% | -2.8% | +42.9% | +32.0% |
| YTD | +33.4% | -23.4% | +56.8% | +59.4% |
| 1Y | -23.7% | -41.5% | +17.8% | +28.4% |
| 3Y | +19.0% | -19.2% | +38.2% | -4.2% |
| All | -66.3% | -10.0% | -56.3% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling