+458.4%
RSP vs MARA
-86.2%
+544.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.6% | -0.3% |
| 7D | +0.7% | +2.5% | -1.8% | +0.6% |
| 30D | +3.7% | -23.9% | +27.6% | +4.2% |
| 3M | +0.7% | -23.2% | +23.9% | +1.0% |
| 6M | +9.0% | -43.3% | +52.3% | +9.9% |
| YTD | +16.7% | -18.3% | +34.9% | +16.4% |
| 1Y | +19.0% | -52.9% | +71.9% | +20.0% |
| 3Y | +64.7% | -23.6% | +88.3% | +62.1% |
| 5Y | +49.6% | -88.7% | +138.3% | +48.1% |
| 10Y | +213.2% | -80.3% | +293.5% | +186.8% |
| All | +458.4% | -86.2% | +544.5% | +407.2% |
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