-66.3%
MARA vs VWO
+34.0%
-100.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.2% |
| 7D | +5.9% | -1.8% | +7.7% | +10.5% |
| 30D | +24.3% | -0.1% | +24.4% | +25.3% |
| 3M | -12.0% | +2.2% | -14.2% | -15.3% |
| 6M | +40.1% | +8.8% | +31.4% | +17.1% |
| YTD | +33.4% | +12.4% | +21.0% | +4.7% |
| 1Y | -23.7% | +15.6% | -39.3% | -43.4% |
| 3Y | +19.0% | +62.5% | -43.6% | -63.3% |
| All | -66.3% | +34.0% | -100.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling