+2,307.5%
TER vs MARA
-78.7%
+2,386.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.6% |
| 7D | +0.6% | +6.0% | -5.4% | +0.3% |
| 30D | -8.3% | +0.6% | -8.9% | -8.4% |
| 3M | -12.2% | -18.5% | +6.3% | -11.3% |
| 6M | +17.1% | +21.7% | -4.7% | +16.0% |
| YTD | +84.7% | +25.9% | +58.7% | +82.3% |
| 1Y | +199.9% | -25.1% | +225.1% | +202.4% |
| 3Y | +232.8% | -5.7% | +238.5% | +223.6% |
| 5Y | +198.6% | -73.9% | +272.5% | +190.8% |
| 10Y | +1,669.7% | -75.6% | +1,745.4% | +1,424.6% |
| All | +2,307.5% | -78.7% | +2,386.2% | +1,979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling