-75.3%
MARA vs WAT
+166.5%
-241.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -1.5% | -2.9% | +1.4% | +0.4% |
| 30D | +18.1% | -3.2% | +21.3% | +20.8% |
| 3M | -9.4% | +10.6% | -20.0% | -15.7% |
| 6M | +33.4% | +34.0% | -0.7% | +7.6% |
| YTD | +27.3% | +5.7% | +21.5% | +19.6% |
| 1Y | -27.9% | +37.1% | -65.0% | -44.3% |
| 3Y | +4.8% | +52.4% | -47.6% | -31.9% |
| 5Y | -68.0% | -4.4% | -63.6% | -70.0% |
| All | -75.3% | +166.5% | -241.8% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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