-74.1%
MARA vs WSM
+1,071.8%
-1,145.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.3% |
| 30D | +24.3% | -7.7% | +32.0% | +30.1% |
| 3M | -12.0% | +3.8% | -15.7% | -15.0% |
| 6M | +40.1% | +22.7% | +17.4% | +21.8% |
| YTD | +33.4% | +28.0% | +5.4% | +13.6% |
| 1Y | -23.7% | +12.7% | -36.5% | -30.5% |
| 3Y | +19.0% | +231.3% | -212.3% | -47.3% |
| 5Y | -66.5% | +177.2% | -243.7% | -83.2% |
| All | -74.1% | +1,071.8% | -1,145.8% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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