-74.1%
MARA vs VIG
+250.0%
-324.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.3% |
| 7D | +5.9% | -1.1% | +7.0% | +8.3% |
| 30D | +24.3% | -2.7% | +27.0% | +31.4% |
| 3M | -12.0% | +2.5% | -14.5% | -16.8% |
| 6M | +40.1% | +9.2% | +30.9% | +17.5% |
| YTD | +33.4% | +9.8% | +23.6% | +12.4% |
| 1Y | -23.7% | +12.4% | -36.1% | -38.0% |
| 3Y | +19.0% | +55.9% | -36.9% | -44.7% |
| 5Y | -66.5% | +63.9% | -130.4% | -83.4% |
| All | -74.1% | +250.0% | -324.1% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling