-90.1%
MARA vs WSM
+1,488.3%
-1,578.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +15.6% | +2.6% | +13.1% | +14.1% |
| 30D | +17.2% | -9.5% | +26.8% | +23.4% |
| 3M | -14.2% | +12.9% | -27.0% | -20.6% |
| 6M | +47.7% | +23.0% | +24.6% | +30.2% |
| YTD | +31.7% | +28.9% | +2.8% | +13.9% |
| 1Y | -22.2% | +13.7% | -35.8% | -28.6% |
| 3Y | +8.4% | +232.6% | -224.2% | -46.2% |
| 5Y | -68.3% | +185.9% | -254.1% | -82.6% |
| 10Y | -74.9% | +998.6% | -1,073.5% | -91.9% |
| All | -90.1% | +1,488.3% | -1,578.4% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling