-82.2%
MARA vs VSAT
-16.2%
-65.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -1.0% |
| 7D | +10.1% | +5.9% | +4.2% | +7.3% |
| 30D | -15.1% | +9.7% | -24.8% | -18.3% |
| 3M | -24.1% | -18.3% | -5.8% | -18.4% |
| 6M | -45.2% | -4.1% | -41.1% | -47.0% |
| YTD | -22.2% | +96.5% | -118.7% | -43.0% |
| 1Y | -45.3% | +89.3% | -134.6% | -59.5% |
| 3Y | -23.9% | +270.1% | -293.9% | -66.1% |
| 5Y | -90.8% | +26.4% | -117.2% | -94.0% |
| All | -82.2% | -16.2% | -65.9% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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