-90.1%
MARA vs VIG
+449.0%
-539.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +6.1% |
| 7D | +15.6% | -0.4% | +16.0% | +16.6% |
| 30D | +17.2% | -2.1% | +19.3% | +21.7% |
| 3M | -14.2% | +3.3% | -17.5% | -19.6% |
| 6M | +47.7% | +9.3% | +38.4% | +25.5% |
| YTD | +31.7% | +10.1% | +21.6% | +11.9% |
| 1Y | -22.2% | +14.7% | -36.9% | -38.2% |
| 3Y | +8.4% | +56.9% | -48.5% | -47.1% |
| 5Y | -68.3% | +62.9% | -131.2% | -83.1% |
| 10Y | -74.9% | +241.3% | -316.2% | -94.3% |
| All | -90.1% | +449.0% | -539.1% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling