+228.2%
TER vs MARA
-68.8%
+297.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +3.0% |
| 7D | +12.4% | +13.8% | -1.5% | +9.5% |
| 30D | +5.1% | +24.7% | -19.6% | +0.3% |
| 3M | +4.0% | -10.4% | +14.4% | +5.6% |
| 6M | +29.5% | +37.6% | -8.1% | +22.0% |
| YTD | +98.5% | +32.7% | +65.7% | +86.5% |
| 1Y | +234.1% | -25.2% | +259.3% | +240.9% |
| 3Y | +289.0% | +9.3% | +279.8% | +230.4% |
| 5Y | +228.2% | -69.3% | +297.5% | +179.5% |
| All | +228.2% | -68.8% | +297.0% | +179.5% |
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