-90.5%
MARA vs VSH
+242.3%
-332.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.4% | -6.9% | -5.9% |
| 7D | +6.0% | +4.1% | +1.9% | +2.6% |
| 30D | +0.6% | -4.2% | +4.8% | +2.8% |
| 3M | -18.5% | -50.0% | +31.5% | +32.2% |
| 6M | +21.7% | +80.2% | -58.4% | -34.2% |
| YTD | +25.9% | +121.1% | -95.1% | -43.5% |
| 1Y | -25.1% | +112.0% | -137.1% | -65.2% |
| 3Y | -5.7% | +22.5% | -28.3% | -34.4% |
| 5Y | -73.9% | +64.0% | -138.0% | -84.6% |
| 10Y | -75.6% | +170.4% | -246.0% | -90.3% |
| All | -90.5% | +242.3% | -332.9% | -97.3% |
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