-81.6%
MARA vs VXUS
+146.4%
-228.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -3.8% |
| 7D | +22.4% | +2.3% | +20.1% | +15.9% |
| 30D | -21.0% | -2.2% | -18.7% | -15.7% |
| 3M | -25.3% | -5.4% | -19.9% | -13.0% |
| 6M | -43.4% | -1.2% | -42.2% | -39.4% |
| YTD | -19.8% | +10.4% | -30.2% | -33.1% |
| 1Y | -50.0% | +11.8% | -61.9% | -59.5% |
| 3Y | -25.1% | +68.4% | -93.5% | -75.9% |
| 5Y | -90.5% | +45.9% | -136.4% | -94.9% |
| All | -81.6% | +146.4% | -228.1% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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