-90.4%
MARA vs VGT
+1,425.7%
-1,516.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -2.3% |
| 7D | -1.5% | -1.0% | -0.4% | +0.3% |
| 30D | +18.1% | -0.4% | +18.5% | +19.5% |
| 3M | -9.4% | +6.6% | -16.0% | -17.9% |
| 6M | +33.4% | +31.0% | +2.3% | -14.8% |
| YTD | +27.3% | +27.2% | 0.0% | -12.7% |
| 1Y | -27.9% | +34.5% | -62.4% | -54.3% |
| 3Y | +4.8% | +123.1% | -118.4% | -70.6% |
| 5Y | -68.0% | +135.1% | -203.1% | -89.6% |
| 10Y | -74.7% | +803.4% | -878.0% | -98.0% |
| All | -90.4% | +1,425.7% | -1,516.2% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling