-25.5%
MARA vs VIK
+225.1%
-250.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.0% |
| 7D | +5.9% | -0.9% | +6.9% | +6.6% |
| 30D | +24.3% | -18.4% | +42.7% | +41.5% |
| 3M | -12.0% | -8.8% | -3.2% | -6.9% |
| 6M | +40.1% | +17.1% | +23.0% | +22.4% |
| YTD | +33.4% | +19.0% | +14.4% | +13.9% |
| 1Y | -23.7% | +30.1% | -53.9% | -39.7% |
| All | -25.5% | +225.1% | -250.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling