+19.0%
MARA vs VEA
+75.8%
-56.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +2.3% |
| 7D | +5.9% | -1.5% | +7.4% | +9.7% |
| 30D | +24.3% | -0.8% | +25.1% | +27.8% |
| 3M | -12.0% | +2.5% | -14.4% | -15.7% |
| 6M | +40.1% | +11.1% | +29.0% | +11.8% |
| YTD | +33.4% | +17.2% | +16.2% | -4.3% |
| 1Y | -23.7% | +24.5% | -48.3% | -52.3% |
| 3Y | +19.0% | +75.4% | -56.5% | -67.2% |
| All | +19.0% | +75.8% | -56.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling