+1,802.9%
TER vs MARA
-75.5%
+1,878.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.2% |
| 7D | +9.4% | -1.5% | +10.8% | +9.5% |
| 30D | -2.4% | +18.1% | -20.5% | -4.0% |
| 3M | +6.5% | -9.4% | +16.0% | +7.3% |
| 6M | +23.2% | +33.4% | -10.2% | +20.4% |
| YTD | +91.5% | +27.3% | +64.2% | +87.3% |
| 1Y | +214.8% | -27.9% | +242.7% | +219.6% |
| 3Y | +275.3% | +4.8% | +270.6% | +255.7% |
| 5Y | +211.9% | -68.0% | +279.9% | +195.1% |
| All | +1,802.9% | -75.5% | +1,878.4% | +1,480.8% |
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