+89.4%
ASML vs MARA
-89.0%
+178.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -2.1% |
| 7D | -2.9% | +2.5% | -5.4% | -3.3% |
| 30D | -15.2% | -23.9% | +8.7% | -11.5% |
| 3M | -12.9% | -23.2% | +10.3% | -10.1% |
| 6M | -5.0% | -43.3% | +38.2% | +2.3% |
| YTD | +41.8% | -18.3% | +60.1% | +41.8% |
| 1Y | +46.0% | -52.9% | +98.9% | +58.3% |
| 3Y | +133.5% | -23.6% | +157.1% | +101.6% |
| All | +89.4% | -89.0% | +178.4% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling