-79.2%
MARA vs USB
+84.9%
-164.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +11.5% | -0.5% | +12.0% | +12.2% |
| 30D | -18.9% | +5.7% | -24.6% | -22.6% |
| 3M | -20.9% | -4.7% | -16.2% | -18.6% |
| 6M | -42.8% | +13.4% | -56.2% | -49.2% |
| YTD | -14.7% | +17.0% | -31.7% | -26.4% |
| 1Y | -47.6% | +32.4% | -80.0% | -59.3% |
| 3Y | -20.3% | +101.7% | -122.0% | -53.2% |
| 5Y | -89.2% | +24.4% | -113.6% | -90.9% |
| 10Y | -79.2% | +83.6% | -162.8% | -83.4% |
| All | -79.2% | +84.9% | -164.0% | -83.4% |
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