-81.1%
MARA vs VT
+215.5%
-296.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +7.4% |
| 7D | -6.2% | -2.3% | -3.9% | +0.2% |
| 30D | -38.7% | -5.0% | -33.8% | -29.1% |
| 3M | -40.4% | -4.9% | -35.5% | -30.9% |
| 6M | -51.3% | -1.5% | -49.7% | -47.1% |
| YTD | -29.3% | +8.5% | -37.8% | -38.2% |
| 1Y | -60.2% | +11.4% | -71.6% | -67.3% |
| 3Y | -31.3% | +70.1% | -101.3% | -77.8% |
| 5Y | -90.1% | +53.7% | -143.8% | -94.8% |
| All | -81.1% | +215.5% | -296.6% | -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