-87.4%
MARA vs WAT
+28.6%
-116.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +10.1% | +0.6% | +9.5% | +9.7% |
| 30D | -15.1% | +5.4% | -20.5% | -17.4% |
| 3M | -24.1% | +11.3% | -35.4% | -29.2% |
| 6M | -45.2% | +37.4% | -82.6% | -56.2% |
| YTD | -22.2% | +21.2% | -43.3% | -33.3% |
| 1Y | -45.3% | +21.3% | -66.6% | -53.3% |
| 3Y | -23.9% | +83.4% | -107.2% | -62.0% |
| All | -87.4% | +28.6% | -116.0% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling