+311.2%
SPY vs MARA
-75.5%
+386.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.5% |
| 7D | -2.0% | -1.5% | -0.5% | -1.9% |
| 30D | -1.7% | +18.1% | -19.7% | -2.4% |
| 3M | +4.7% | -9.4% | +14.2% | +4.7% |
| 6M | +12.5% | +33.4% | -20.9% | +10.8% |
| YTD | +11.7% | +27.3% | -15.6% | +9.8% |
| 1Y | +17.5% | -27.9% | +45.4% | +17.5% |
| 3Y | +76.6% | +4.8% | +71.8% | +69.9% |
| 5Y | +82.0% | -68.0% | +150.0% | +74.1% |
| All | +311.2% | -75.5% | +386.7% | +266.8% |
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