-90.5%
MARA vs VO
+409.6%
-500.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.8% |
| 30D | +0.6% | -0.3% | +1.0% | +1.4% |
| 3M | -18.5% | +2.9% | -21.5% | -22.4% |
| 6M | +21.7% | +9.3% | +12.4% | +3.9% |
| YTD | +25.9% | +14.2% | +11.8% | +0.3% |
| 1Y | -25.1% | +15.3% | -40.4% | -40.6% |
| 3Y | -5.7% | +56.2% | -62.0% | -52.9% |
| 5Y | -73.9% | +42.4% | -116.4% | -80.6% |
| 10Y | -75.6% | +194.7% | -270.4% | -91.8% |
| All | -90.5% | +409.6% | -500.1% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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