+553.7%
MS vs MARA
-80.1%
+633.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.5% | -10.3% | -0.3% |
| 7D | +0.8% | +2.5% | -1.7% | +0.6% |
| 30D | -0.7% | -23.9% | +23.2% | +0.5% |
| 3M | -12.4% | -23.2% | +10.9% | -11.6% |
| 6M | -1.7% | -43.3% | +41.5% | +0.3% |
| YTD | +8.0% | -18.3% | +26.3% | +7.7% |
| 1Y | +16.2% | -52.9% | +69.1% | +18.7% |
| 3Y | +171.3% | -23.6% | +194.9% | +163.2% |
| 5Y | +124.8% | -88.7% | +213.4% | +121.7% |
| 10Y | +553.7% | -80.3% | +634.0% | +459.7% |
| All | +553.7% | -80.1% | +633.8% | +459.7% |
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