-90.5%
MARA vs VXUS
+208.1%
-298.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -3.6% |
| 7D | +6.0% | +1.0% | +5.0% | +4.0% |
| 30D | +0.6% | +2.2% | -1.6% | -3.3% |
| 3M | -18.5% | +3.0% | -21.5% | -21.5% |
| 6M | +21.7% | +10.7% | +11.1% | +1.5% |
| YTD | +25.9% | +17.8% | +8.1% | -6.4% |
| 1Y | -25.1% | +27.6% | -52.7% | -52.4% |
| 3Y | -5.7% | +73.3% | -79.1% | -66.0% |
| 5Y | -73.9% | +54.3% | -128.3% | -85.9% |
| 10Y | -75.6% | +149.8% | -225.5% | -92.6% |
| All | -90.5% | +208.1% | -298.6% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling