+128.9%
ASML vs MARA
-34.2%
+163.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.0% | -3.0% | +3.8% |
| 7D | -9.0% | -6.2% | -2.8% | -8.1% |
| 30D | -21.0% | -38.7% | +17.7% | -15.1% |
| 3M | -16.3% | -40.4% | +24.1% | -10.4% |
| 6M | -7.5% | -51.3% | +43.7% | +1.4% |
| YTD | +34.0% | -29.3% | +63.3% | +38.0% |
| 1Y | +39.3% | -60.2% | +99.5% | +53.2% |
| 3Y | +128.9% | -31.3% | +160.1% | +143.3% |
| All | +128.9% | -34.2% | +163.0% | +143.3% |
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 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