+578.8%
MS vs MARA
-80.5%
+659.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.4% | +2.9% |
| 7D | +0.7% | +3.3% | -2.5% | +0.5% |
| 30D | -0.9% | -31.2% | +30.3% | +0.8% |
| 3M | -13.0% | -34.2% | +21.2% | -11.5% |
| 6M | -2.0% | -48.7% | +46.7% | +0.5% |
| YTD | +7.8% | -26.1% | +33.8% | +8.0% |
| 1Y | +17.9% | -58.2% | +76.0% | +21.1% |
| 3Y | +174.8% | -28.1% | +202.8% | +167.6% |
| 5Y | +119.9% | -91.3% | +211.1% | +118.9% |
| 10Y | +578.8% | -82.1% | +661.0% | +487.0% |
| All | +578.8% | -80.5% | +659.4% | +487.0% |
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