+133.5%
ASML vs MARA
-22.0%
+155.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -2.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.3% |
| 30D | -15.2% | -23.9% | +8.7% | -11.9% |
| 3M | -12.9% | -23.2% | +10.3% | -10.3% |
| 6M | -5.0% | -43.3% | +38.2% | +1.6% |
| YTD | +41.8% | -18.3% | +60.1% | +42.7% |
| 1Y | +46.0% | -52.9% | +98.9% | +56.5% |
| 3Y | +133.5% | -23.6% | +157.1% | +148.5% |
| All | +133.5% | -22.0% | +155.5% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling