-94.2%
MARA vs VSH
+187.5%
-281.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | +0.3% |
| 7D | +10.1% | +14.3% | -4.3% | -1.4% |
| 30D | -15.1% | -7.9% | -7.2% | -10.3% |
| 3M | -24.1% | -19.9% | -4.2% | -12.3% |
| 6M | -45.2% | -30.5% | -14.7% | -35.6% |
| YTD | -22.2% | +85.7% | -107.8% | -60.9% |
| 1Y | -45.3% | +98.9% | -144.2% | -74.1% |
| 3Y | -23.9% | +32.1% | -55.9% | -52.3% |
| 5Y | -90.8% | +39.7% | -130.5% | -94.0% |
| 10Y | -81.0% | +117.6% | -198.6% | -91.3% |
| All | -94.2% | +187.5% | -281.6% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling