+1,582.8%
ASML vs MARA
-79.2%
+1,662.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.4% |
| 7D | +2.5% | +11.5% | -9.0% | +1.7% |
| 30D | -12.2% | -18.9% | +6.6% | -11.0% |
| 3M | -14.6% | -20.9% | +6.3% | -13.5% |
| 6M | -1.7% | -42.8% | +41.0% | +1.6% |
| YTD | +44.3% | -14.7% | +59.0% | +44.2% |
| 1Y | +51.0% | -47.6% | +98.6% | +55.6% |
| 3Y | +137.6% | -20.3% | +157.9% | +127.5% |
| 5Y | +92.7% | -89.2% | +181.9% | +90.7% |
| 10Y | +1,582.8% | -79.2% | +1,662.0% | +1,217.9% |
| All | +1,582.8% | -79.2% | +1,662.0% | +1,217.9% |
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