+582.9%
VTI vs MARA
-77.5%
+660.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.4% | +13.8% | -14.2% | -0.7% |
| 30D | -1.6% | +24.7% | -26.3% | -2.2% |
| 3M | +3.6% | -10.4% | +14.0% | +3.6% |
| 6M | +13.0% | +37.6% | -24.6% | +11.8% |
| YTD | +12.7% | +32.7% | -20.0% | +11.3% |
| 1Y | +18.4% | -25.2% | +43.5% | +18.3% |
| 3Y | +76.4% | +9.3% | +67.2% | +72.0% |
| 5Y | +73.7% | -69.3% | +143.0% | +68.9% |
| 10Y | +302.5% | -73.6% | +376.1% | +265.0% |
| All | +582.9% | -77.5% | +660.4% | +516.3% |
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