-95.1%
MARA vs USB
+202.8%
-297.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.1% | -12.3% | -12.8% |
| 7D | -18.0% | -1.5% | -16.5% | -17.0% |
| 30D | -46.4% | +4.3% | -50.7% | -48.3% |
| 3M | -47.7% | -6.1% | -41.6% | -45.6% |
| 6M | -51.6% | +9.4% | -61.0% | -55.7% |
| YTD | -34.5% | +15.2% | -49.7% | -42.6% |
| 1Y | -65.7% | +32.8% | -98.4% | -73.2% |
| 3Y | -37.5% | +91.3% | -128.8% | -61.5% |
| 5Y | -90.8% | +22.7% | -113.4% | -92.1% |
| 10Y | -82.6% | +97.0% | -179.6% | -89.7% |
| All | -95.1% | +202.8% | -297.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling