+804.9%
ON vs MARA
-78.7%
+883.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +2.4% | +6.0% | -3.6% | +2.1% |
| 30D | -3.3% | +0.6% | -3.9% | -3.5% |
| 3M | -43.6% | -18.5% | -25.1% | -43.1% |
| 6M | +19.0% | +21.7% | -2.8% | +17.2% |
| YTD | +37.4% | +25.9% | +11.4% | +34.5% |
| 1Y | +54.8% | -25.1% | +79.9% | +55.4% |
| 3Y | -25.2% | -5.7% | -19.4% | -28.0% |
| 5Y | +62.7% | -73.9% | +136.7% | +57.5% |
| 10Y | +574.3% | -75.6% | +650.0% | +462.0% |
| All | +804.9% | -78.7% | +883.5% | +641.2% |
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