+71.7%
TER vs MARA
-90.4%
+162.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -4.8% |
| 7D | +14.4% | +10.1% | +4.3% | +12.1% |
| 30D | -30.6% | -15.1% | -15.5% | -28.1% |
| 3M | -39.2% | -24.1% | -15.1% | -35.9% |
| 6M | -31.3% | -45.2% | +13.9% | -22.7% |
| YTD | +29.1% | -22.2% | +51.2% | +34.8% |
| 1Y | +47.4% | -45.3% | +92.7% | +62.9% |
| 3Y | +191.2% | -23.9% | +215.1% | +167.0% |
| All | +71.7% | -90.4% | +162.0% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling