+307.8%
SPY vs MARA
-81.0%
+388.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.3% |
| 7D | +2.6% | +10.1% | -7.5% | +2.2% |
| 30D | -2.0% | -15.1% | +13.1% | -1.5% |
| 3M | -2.8% | -24.1% | +21.3% | -2.2% |
| 6M | +2.1% | -45.2% | +47.3% | +3.7% |
| YTD | +11.5% | -22.2% | +33.6% | +11.3% |
| 1Y | +13.5% | -45.3% | +58.8% | +14.6% |
| 3Y | +77.7% | -23.9% | +101.6% | +73.1% |
| 5Y | +72.6% | -90.8% | +163.4% | +70.5% |
| All | +307.8% | -81.0% | +388.8% | +263.9% |
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