+277.2%
TER vs MARA
-0.2%
+277.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.6% | -0.4% | +3.2% |
| 7D | +11.0% | +15.6% | -4.7% | +7.2% |
| 30D | -1.9% | +17.2% | -19.1% | -5.9% |
| 3M | -0.7% | -14.2% | +13.5% | +1.9% |
| 6M | +36.4% | +47.7% | -11.3% | +26.3% |
| YTD | +92.4% | +31.7% | +60.7% | +80.1% |
| 1Y | +213.5% | -22.2% | +235.7% | +216.5% |
| 3Y | +277.2% | +8.4% | +268.8% | +241.4% |
| All | +277.2% | -0.2% | +277.4% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling