-75.3%
MARA vs VXUS
+148.6%
-223.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -1.0% |
| 7D | -1.5% | -1.9% | +0.5% | +3.1% |
| 30D | +18.1% | -0.7% | +18.8% | +21.1% |
| 3M | -9.4% | +4.9% | -14.4% | -17.8% |
| 6M | +33.4% | +9.7% | +23.7% | +9.6% |
| YTD | +27.3% | +15.0% | +12.3% | -4.5% |
| 1Y | -27.9% | +22.4% | -50.4% | -53.0% |
| 3Y | +4.8% | +72.2% | -67.5% | -67.8% |
| 5Y | -68.0% | +52.6% | -120.6% | -84.3% |
| All | -75.3% | +148.6% | -223.9% | -92.9% |
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