-66.3%
MARA vs VGT
+136.3%
-202.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +2.4% |
| 7D | +5.9% | -0.2% | +6.1% | +6.4% |
| 30D | +24.3% | -0.4% | +24.7% | +26.0% |
| 3M | -12.0% | +4.4% | -16.4% | -18.9% |
| 6M | +40.1% | +32.1% | +8.1% | -20.2% |
| YTD | +33.4% | +28.8% | +4.6% | -18.3% |
| 1Y | -23.7% | +35.3% | -59.1% | -57.3% |
| 3Y | +19.0% | +124.8% | -105.8% | -77.9% |
| All | -66.3% | +136.3% | -202.6% | -92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling