+537.0%
MS vs MARA
-80.4%
+617.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.5% |
| 7D | +3.7% | +22.4% | -18.8% | +2.6% |
| 30D | +2.0% | -21.0% | +22.9% | +3.0% |
| 3M | -12.6% | -25.3% | +12.8% | -11.7% |
| 6M | -0.3% | -43.4% | +43.1% | +1.8% |
| YTD | +9.0% | -19.8% | +28.8% | +8.7% |
| 1Y | +13.9% | -50.0% | +63.9% | +16.0% |
| 3Y | +173.6% | -25.1% | +198.7% | +165.7% |
| 5Y | +122.0% | -90.5% | +212.5% | +120.2% |
| All | +537.0% | -80.4% | +617.4% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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