-82.1%
MARA vs VT
+223.7%
-305.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | -2.1% |
| 7D | +3.3% | +0.4% | +2.9% | +2.9% |
| 30D | -31.2% | -2.6% | -28.6% | -25.3% |
| 3M | -34.2% | -3.2% | -31.0% | -26.9% |
| 6M | -48.7% | +0.9% | -49.6% | -47.8% |
| YTD | -26.1% | +11.3% | -37.4% | -39.6% |
| 1Y | -58.2% | +14.0% | -72.2% | -67.6% |
| 3Y | -28.1% | +75.8% | -103.9% | -78.6% |
| 5Y | -91.3% | +57.8% | -149.1% | -95.8% |
| 10Y | -82.1% | +219.8% | -301.9% | -97.1% |
| All | -82.1% | +223.7% | -305.8% | -97.1% |
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