+160.4%
MS vs MARA
-34.2%
+194.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -1.5% |
| 7D | -1.6% | -6.2% | +4.7% | -1.0% |
| 30D | -3.8% | -38.7% | +34.9% | +1.3% |
| 3M | -14.6% | -40.4% | +25.8% | -10.4% |
| 6M | -5.1% | -51.3% | +46.2% | +1.1% |
| YTD | +4.5% | -29.3% | +33.8% | +5.2% |
| 1Y | +13.5% | -60.2% | +73.8% | +21.4% |
| 3Y | +160.4% | -31.3% | +191.7% | +161.6% |
| All | +160.4% | -34.2% | +194.6% | +161.6% |
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