-74.1%
MARA vs VTR
+99.2%
-173.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.1% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | +24.3% | +1.1% | +23.2% | +23.6% |
| 3M | -12.0% | +7.9% | -19.9% | -16.8% |
| 6M | +40.1% | +6.2% | +34.0% | +32.5% |
| YTD | +33.4% | +17.7% | +15.7% | +19.3% |
| 1Y | -23.7% | +32.9% | -56.6% | -36.7% |
| 3Y | +19.0% | +129.7% | -110.7% | -27.2% |
| 5Y | -66.5% | +89.3% | -155.8% | -77.2% |
| All | -74.1% | +99.2% | -173.3% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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