-52.4%
MARA vs VSXY
+37.7%
-90.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.8% |
| 7D | +13.8% | -10.7% | +24.6% | +17.0% |
| 30D | +24.7% | -24.3% | +48.9% | +34.5% |
| 3M | -10.4% | +1.0% | -11.5% | -12.5% |
| 6M | +37.6% | +57.4% | -19.7% | +9.5% |
| YTD | +32.7% | +39.8% | -7.0% | +8.7% |
| 1Y | -25.2% | +196.5% | -221.6% | -55.1% |
| 3Y | +9.3% | +357.2% | -348.0% | -55.1% |
| 5Y | -69.3% | +18.9% | -88.2% | -79.4% |
| All | -52.4% | +37.7% | -90.1% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling