-90.1%
MARA vs VSAT
+66.3%
-156.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.3% |
| 7D | +15.6% | +17.3% | -1.7% | +8.6% |
| 30D | +17.2% | -3.3% | +20.5% | +18.6% |
| 3M | -14.2% | +18.7% | -32.9% | -22.6% |
| 6M | +47.7% | +77.6% | -29.9% | +12.1% |
| YTD | +31.7% | +125.6% | -93.9% | -9.0% |
| 1Y | -22.2% | +158.3% | -180.5% | -49.8% |
| 3Y | +8.4% | +226.1% | -217.7% | -50.1% |
| 5Y | -68.3% | +54.7% | -122.9% | -82.1% |
| 10Y | -74.9% | +3.5% | -78.4% | -83.8% |
| All | -90.1% | +66.3% | -156.4% | -94.6% |
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