+1,534.9%
ASML vs MARA
-80.1%
+1,615.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.0% |
| 30D | -15.2% | -23.9% | +8.7% | -13.6% |
| 3M | -12.9% | -23.2% | +10.3% | -11.6% |
| 6M | -5.0% | -43.3% | +38.2% | -1.7% |
| YTD | +41.8% | -18.3% | +60.1% | +42.1% |
| 1Y | +46.0% | -52.9% | +98.9% | +51.6% |
| 3Y | +133.5% | -23.6% | +157.1% | +124.3% |
| 5Y | +93.0% | -88.7% | +181.7% | +90.9% |
| 10Y | +1,534.9% | -80.3% | +1,615.2% | +1,181.9% |
| All | +1,534.9% | -80.1% | +1,615.1% | +1,181.9% |
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