+112.5%
NET vs MARA
-73.6%
+186.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.3% |
| 7D | -7.0% | +6.0% | -13.0% | -8.4% |
| 30D | -4.8% | +0.6% | -5.4% | -6.2% |
| 3M | +3.8% | -18.5% | +22.3% | +6.0% |
| 6M | +50.0% | +21.7% | +28.3% | +35.4% |
| YTD | +41.5% | +25.9% | +15.5% | +23.9% |
| 1Y | +32.8% | -25.1% | +58.0% | +31.2% |
| 3Y | +335.9% | -5.7% | +341.6% | +196.4% |
| All | +112.5% | -73.6% | +186.0% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling