-90.0%
MARA vs VIAV
+502.1%
-592.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +13.8% | +13.6% | +0.3% | +6.5% |
| 30D | +24.7% | +5.3% | +19.4% | +20.0% |
| 3M | -10.4% | -15.6% | +5.2% | -4.8% |
| 6M | +37.6% | +34.0% | +3.6% | +12.7% |
| YTD | +32.7% | +119.9% | -87.1% | -18.3% |
| 1Y | -25.2% | +235.2% | -260.3% | -64.1% |
| 3Y | +9.3% | +299.8% | -290.5% | -54.3% |
| 5Y | -69.3% | +140.1% | -209.4% | -82.8% |
| 10Y | -73.6% | +420.3% | -493.9% | -87.7% |
| All | -90.0% | +502.1% | -592.1% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling