-74.1%
MARA vs VIAV
+419.4%
-493.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +2.7% |
| 7D | +5.9% | +11.2% | -5.2% | -0.6% |
| 30D | +24.3% | -10.1% | +34.4% | +31.1% |
| 3M | -12.0% | -22.9% | +10.9% | -0.6% |
| 6M | +40.1% | +28.8% | +11.3% | +10.9% |
| YTD | +33.4% | +117.5% | -84.0% | -27.9% |
| 1Y | -23.7% | +216.1% | -239.8% | -69.2% |
| 3Y | +19.0% | +292.2% | -273.2% | -61.7% |
| 5Y | -66.5% | +141.0% | -207.5% | -84.1% |
| All | -74.1% | +419.4% | -493.5% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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