-94.2%
MARA vs VSAT
+44.9%
-139.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -0.9% |
| 7D | +10.1% | +5.9% | +4.2% | +7.3% |
| 30D | -15.1% | +9.7% | -24.8% | -18.4% |
| 3M | -24.1% | -18.3% | -5.8% | -18.3% |
| 6M | -45.2% | -4.1% | -41.1% | -47.0% |
| YTD | -22.2% | +96.5% | -118.7% | -43.5% |
| 1Y | -45.3% | +89.3% | -134.6% | -59.9% |
| 3Y | -23.9% | +270.1% | -293.9% | -67.0% |
| 5Y | -90.8% | +26.4% | -117.2% | -94.2% |
| 10Y | -81.0% | -16.5% | -64.5% | -86.7% |
| All | -94.2% | +44.9% | -139.0% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling