-82.1%
MARA vs USB
+94.3%
-176.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.0% | +2.6% |
| 7D | +3.3% | +0.8% | +2.5% | +2.7% |
| 30D | -31.2% | +6.8% | -38.0% | -34.9% |
| 3M | -34.2% | -3.8% | -30.4% | -32.8% |
| 6M | -48.7% | +11.7% | -60.4% | -53.9% |
| YTD | -26.1% | +17.5% | -43.5% | -36.4% |
| 1Y | -58.2% | +33.8% | -91.9% | -67.7% |
| 3Y | -28.1% | +104.2% | -132.3% | -58.1% |
| 5Y | -91.3% | +26.4% | -117.7% | -92.7% |
| 10Y | -82.1% | +89.2% | -171.3% | -85.9% |
| All | -82.1% | +94.3% | -176.4% | -85.9% |
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