-69.3%
MARA vs VSH
+67.3%
-136.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.2% |
| 7D | +13.8% | +3.5% | +10.3% | +10.4% |
| 30D | +24.7% | -4.4% | +29.1% | +28.7% |
| 3M | -10.4% | -45.8% | +35.4% | +38.2% |
| 6M | +37.6% | +90.1% | -52.5% | -36.5% |
| YTD | +32.7% | +120.3% | -87.6% | -47.9% |
| 1Y | -25.2% | +112.2% | -137.4% | -69.7% |
| 3Y | +9.3% | +36.6% | -27.3% | -30.1% |
| 5Y | -69.3% | +67.0% | -136.4% | -85.5% |
| All | -69.3% | +67.3% | -136.6% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling