-93.6%
MARA vs VT
+357.9%
-451.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.2% | +1.7% |
| 7D | +11.5% | -0.7% | +12.2% | +14.3% |
| 30D | -18.9% | -1.7% | -17.1% | -14.3% |
| 3M | -20.9% | -2.3% | -18.6% | -14.8% |
| 6M | -42.8% | +1.5% | -44.3% | -42.5% |
| YTD | -14.7% | +12.0% | -26.7% | -29.5% |
| 1Y | -47.6% | +12.9% | -60.5% | -57.2% |
| 3Y | -20.3% | +74.9% | -95.2% | -72.3% |
| 5Y | -89.2% | +59.9% | -149.1% | -94.3% |
| 10Y | -79.2% | +224.6% | -303.8% | -95.7% |
| All | -93.6% | +357.9% | -451.5% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling