+211.0%
RSP vs MARA
-81.0%
+292.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.3% |
| 7D | +2.4% | +10.1% | -7.7% | +2.0% |
| 30D | +4.3% | -15.1% | +19.3% | +4.7% |
| 3M | -0.3% | -24.1% | +23.8% | +0.2% |
| 6M | +9.8% | -45.2% | +55.0% | +11.3% |
| YTD | +16.8% | -22.2% | +39.0% | +16.6% |
| 1Y | +19.5% | -45.3% | +64.8% | +20.5% |
| 3Y | +65.1% | -23.9% | +89.0% | +60.9% |
| 5Y | +48.7% | -90.8% | +139.5% | +46.8% |
| All | +211.0% | -81.0% | +292.0% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling