-74.1%
MARA vs VSH
+196.4%
-270.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.1% | -1.3% | +0.1% |
| 7D | +5.9% | +4.8% | +1.2% | +2.1% |
| 30D | +24.3% | -0.7% | +25.0% | +24.5% |
| 3M | -12.0% | -43.1% | +31.1% | +29.2% |
| 6M | +40.1% | +91.8% | -51.7% | -29.5% |
| YTD | +33.4% | +131.6% | -98.2% | -43.8% |
| 1Y | -23.7% | +118.1% | -141.8% | -66.1% |
| 3Y | +19.0% | +40.9% | -21.9% | -26.8% |
| 5Y | -66.5% | +75.8% | -142.2% | -81.6% |
| All | -74.1% | +196.4% | -270.5% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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