+1,585.2%
MS vs MARA
-85.6%
+1,670.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.5% |
| 7D | -1.7% | +11.5% | -13.2% | -2.2% |
| 30D | +0.9% | -18.9% | +19.8% | +1.6% |
| 3M | -10.8% | -20.9% | +10.0% | -10.4% |
| 6M | +0.9% | -42.8% | +43.7% | +2.4% |
| YTD | +9.8% | -14.7% | +24.5% | +9.4% |
| 1Y | +17.1% | -47.6% | +64.7% | +18.5% |
| 3Y | +175.7% | -20.3% | +196.0% | +169.3% |
| 5Y | +125.9% | -89.2% | +215.0% | +124.3% |
| 10Y | +556.2% | -79.2% | +635.4% | +464.4% |
| All | +1,585.2% | -85.6% | +1,670.7% | +1,278.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling