-74.1%
MARA vs VRSK
+126.1%
-200.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -5.2% | +11.1% | +8.8% |
| 30D | +24.3% | -2.3% | +26.6% | +25.2% |
| 3M | -12.0% | -2.9% | -9.1% | -13.6% |
| 6M | +40.1% | -12.8% | +52.9% | +44.7% |
| YTD | +33.4% | -20.8% | +54.2% | +45.8% |
| 1Y | -23.7% | -33.2% | +9.5% | -7.1% |
| 3Y | +19.0% | -26.6% | +45.5% | +27.1% |
| 5Y | -66.5% | -11.3% | -55.2% | -68.7% |
| All | -74.1% | +126.1% | -200.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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