-81.1%
MARA vs USB
+92.8%
-174.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.5% | +8.5% | +8.4% |
| 7D | -6.2% | 0.0% | -6.2% | -6.3% |
| 30D | -38.7% | +5.8% | -44.5% | -41.7% |
| 3M | -40.4% | -6.0% | -34.4% | -38.0% |
| 6M | -51.3% | +7.8% | -59.0% | -54.9% |
| YTD | -29.3% | +14.6% | -43.9% | -38.0% |
| 1Y | -60.2% | +31.8% | -92.0% | -69.0% |
| 3Y | -31.3% | +91.5% | -122.8% | -58.1% |
| 5Y | -90.1% | +22.0% | -112.1% | -91.5% |
| All | -81.1% | +92.8% | -174.0% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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