-94.2%
MARA vs VXUS
+188.5%
-282.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +10.1% | +2.1% | +8.0% | +5.3% |
| 30D | -15.1% | -1.1% | -13.9% | -12.3% |
| 3M | -24.1% | -5.6% | -18.5% | -12.6% |
| 6M | -45.2% | -2.3% | -42.9% | -40.3% |
| YTD | -22.2% | +10.4% | -32.5% | -32.8% |
| 1Y | -45.3% | +13.1% | -58.4% | -55.1% |
| 3Y | -23.9% | +68.0% | -91.9% | -70.5% |
| 5Y | -90.8% | +45.8% | -136.6% | -94.4% |
| 10Y | -81.0% | +144.7% | -225.7% | -93.7% |
| All | -94.2% | +188.5% | -282.6% | -98.7% |
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