+2,804.6%
ASML vs MARA
-88.9%
+2,893.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -8.7% |
| 7D | -19.0% | -18.0% | -1.0% | -18.3% |
| 30D | -25.9% | -46.4% | +20.5% | -23.9% |
| 3M | -19.1% | -47.7% | +28.6% | -16.9% |
| 6M | -5.7% | -51.6% | +45.9% | -3.0% |
| YTD | +27.6% | -34.5% | +62.1% | +29.1% |
| 1Y | +30.8% | -65.7% | +96.4% | +35.7% |
| 3Y | +116.2% | -37.5% | +153.7% | +113.5% |
| 5Y | +67.7% | -90.8% | +158.5% | +68.6% |
| 10Y | +1,355.3% | -82.6% | +1,437.9% | +1,186.1% |
| All | +2,804.6% | -88.9% | +2,893.6% | +2,494.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling