+176.8%
MS vs MARA
-25.8%
+202.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | +5.1% | +10.1% | -5.0% | +3.8% |
| 30D | +5.7% | -15.1% | +20.7% | +7.2% |
| 3M | -12.2% | -24.1% | +11.9% | -10.4% |
| 6M | -0.5% | -45.2% | +44.7% | +4.6% |
| YTD | +9.8% | -22.2% | +32.0% | +9.2% |
| 1Y | +17.7% | -45.3% | +63.0% | +21.6% |
| 3Y | +176.8% | -23.9% | +200.7% | +171.7% |
| All | +176.8% | -25.8% | +202.6% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling