-90.4%
MARA vs VEA
+240.1%
-330.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -1.5% |
| 7D | -1.5% | -2.1% | +0.6% | +2.9% |
| 30D | +18.1% | -1.1% | +19.1% | +21.6% |
| 3M | -9.4% | +5.1% | -14.5% | -17.0% |
| 6M | +33.4% | +9.8% | +23.6% | +12.3% |
| YTD | +27.3% | +15.9% | +11.4% | -2.2% |
| 1Y | -27.9% | +24.6% | -52.5% | -51.9% |
| 3Y | +4.8% | +75.5% | -70.8% | -63.0% |
| 5Y | -68.0% | +59.4% | -127.4% | -83.7% |
| 10Y | -74.7% | +160.3% | -235.0% | -93.1% |
| All | -90.4% | +240.1% | -330.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling