-74.1%
MARA vs VGT
+820.0%
-894.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +2.6% |
| 7D | +5.9% | -0.2% | +6.1% | +6.3% |
| 30D | +24.3% | -0.4% | +24.7% | +25.9% |
| 3M | -12.0% | +4.4% | -16.4% | -17.9% |
| 6M | +40.1% | +32.1% | +8.1% | -14.4% |
| YTD | +33.4% | +28.8% | +4.6% | -12.8% |
| 1Y | -23.7% | +35.3% | -59.1% | -53.8% |
| 3Y | +19.0% | +124.8% | -105.8% | -70.3% |
| 5Y | -66.5% | +137.9% | -204.4% | -90.4% |
| All | -74.1% | +820.0% | -894.1% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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