+133.9%
ASML vs MARA
-25.8%
+159.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.3% |
| 7D | +4.9% | +10.1% | -5.1% | +3.3% |
| 30D | -9.3% | -15.1% | +5.8% | -7.2% |
| 3M | -19.0% | -24.1% | +5.1% | -16.4% |
| 6M | -5.2% | -45.2% | +40.0% | +2.0% |
| YTD | +40.6% | -22.2% | +62.8% | +42.6% |
| 1Y | +47.5% | -45.3% | +92.8% | +55.7% |
| 3Y | +133.9% | -23.9% | +157.7% | +155.3% |
| All | +133.9% | -25.8% | +159.7% | +155.3% |
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