+19.0%
MARA vs VWO
+62.9%
-43.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.5% |
| 7D | +5.9% | -1.8% | +7.7% | +9.7% |
| 30D | +24.3% | -0.1% | +24.4% | +25.1% |
| 3M | -12.0% | +2.2% | -14.2% | -14.6% |
| 6M | +40.1% | +8.8% | +31.4% | +22.7% |
| YTD | +33.4% | +12.4% | +21.0% | +11.6% |
| 1Y | -23.7% | +15.6% | -39.3% | -38.6% |
| 3Y | +19.0% | +62.5% | -43.6% | -48.7% |
| All | +19.0% | +62.9% | -43.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 3y: compounded portfolio wealth divided by compounded VWO 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…
3y analysis · Full analysis span regression · 6 months rolling