-90.0%
MARA vs VTR
+145.9%
-235.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +13.8% | -2.9% | +16.8% | +15.5% |
| 30D | +24.7% | -2.8% | +27.5% | +26.2% |
| 3M | -10.4% | +9.0% | -19.5% | -15.5% |
| 6M | +37.6% | +5.0% | +32.7% | +31.4% |
| YTD | +32.7% | +16.9% | +15.8% | +19.9% |
| 1Y | -25.2% | +34.3% | -59.5% | -37.5% |
| 3Y | +9.3% | +131.6% | -122.3% | -31.2% |
| 5Y | -69.3% | +88.0% | -157.3% | -78.5% |
| 10Y | -73.6% | +97.8% | -171.4% | -85.5% |
| All | -90.0% | +145.9% | -235.9% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling