+19.0%
MARA vs VSXY
+352.7%
-333.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.2% |
| 7D | +5.9% | +0.1% | +5.8% | +5.9% |
| 30D | +24.3% | -18.7% | +42.9% | +28.9% |
| 3M | -12.0% | -4.0% | -8.0% | -12.4% |
| 6M | +40.1% | +67.5% | -27.4% | +18.3% |
| YTD | +33.4% | +39.7% | -6.2% | +17.0% |
| 1Y | -23.7% | +180.0% | -203.7% | -45.7% |
| 3Y | +19.0% | +337.3% | -318.3% | -35.6% |
| All | +19.0% | +352.7% | -333.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling