+1,395.4%
ASML vs MARA
-81.1%
+1,476.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +4.4% |
| 7D | -9.0% | -6.2% | -2.8% | -8.6% |
| 30D | -21.0% | -38.7% | +17.7% | -18.1% |
| 3M | -16.3% | -40.4% | +24.1% | -13.5% |
| 6M | -7.5% | -51.3% | +43.7% | -3.2% |
| YTD | +34.0% | -29.3% | +63.3% | +35.8% |
| 1Y | +39.3% | -60.2% | +99.5% | +46.4% |
| 3Y | +128.9% | -31.3% | +160.1% | +121.7% |
| 5Y | +76.1% | -90.1% | +166.1% | +75.9% |
| All | +1,395.4% | -81.1% | +1,476.5% | +1,082.1% |
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 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