-9.1%
T vs MARA
-28.1%
+19.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -2.0% |
| 7D | -1.3% | +6.0% | -7.3% | -1.0% |
| 30D | +11.4% | +0.6% | +10.7% | +11.5% |
| 3M | +14.3% | -18.5% | +32.8% | +14.0% |
| 6M | -9.3% | +21.7% | -31.0% | -7.5% |
| YTD | +7.1% | +25.9% | -18.8% | +9.6% |
| 1Y | -9.1% | -25.1% | +16.1% | -8.7% |
| All | -9.1% | -28.1% | +19.0% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling