+66.9%
T vs MARA
-75.5%
+142.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.6% |
| 7D | -2.4% | -1.5% | -1.0% | -2.4% |
| 30D | +4.3% | +18.1% | -13.8% | +4.1% |
| 3M | +11.6% | -9.4% | +21.0% | +11.6% |
| 6M | -5.6% | +33.4% | -39.0% | -6.0% |
| YTD | +6.6% | +27.3% | -20.7% | +6.1% |
| 1Y | -8.4% | -27.9% | +19.6% | -8.4% |
| 3Y | +107.8% | +4.8% | +103.1% | +104.7% |
| 5Y | +68.3% | -68.0% | +136.3% | +65.1% |
| All | +66.9% | -75.5% | +142.4% | +58.8% |
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