-80.3%
MARA vs VT
+217.6%
-298.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +11.8% |
| 7D | +2.5% | -0.1% | +2.7% | +3.3% |
| 30D | -23.9% | -3.1% | -20.9% | -16.5% |
| 3M | -23.2% | -3.5% | -19.7% | -14.3% |
| 6M | -43.3% | +0.5% | -43.7% | -41.6% |
| YTD | -18.3% | +10.8% | -29.0% | -32.5% |
| 1Y | -52.9% | +11.9% | -64.8% | -61.8% |
| 3Y | -23.6% | +73.0% | -96.6% | -76.4% |
| 5Y | -88.7% | +58.6% | -147.3% | -94.6% |
| 10Y | -80.3% | +219.2% | -299.5% | -96.8% |
| All | -80.3% | +217.6% | -298.0% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling