+2,486.9%
VRT vs MARA
+199.5%
+2,287.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.2% | +3.0% |
| 7D | -8.4% | +5.9% | -14.3% | -9.0% |
| 30D | -10.9% | +24.3% | -35.1% | -13.4% |
| 3M | -13.7% | -12.0% | -1.7% | -12.8% |
| 6M | -4.1% | +40.1% | -44.2% | -8.7% |
| YTD | +58.7% | +33.4% | +25.3% | +51.1% |
| 1Y | +89.6% | -23.7% | +113.4% | +91.1% |
| 3Y | +558.1% | +19.0% | +539.2% | +497.3% |
| 5Y | +953.0% | -66.5% | +1,019.4% | +852.8% |
| All | +2,486.9% | +199.5% | +2,287.4% | +1,476.9% |
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 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