+626.3%
BSX vs MARA
-77.5%
+703.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -7.0% | +13.8% | -20.9% | -7.3% |
| 30D | -10.9% | +24.7% | -35.6% | -11.3% |
| 3M | -8.2% | -10.4% | +2.3% | -8.2% |
| 6M | -37.5% | +37.6% | -75.1% | -38.0% |
| YTD | -52.8% | +32.7% | -85.6% | -53.3% |
| 1Y | -58.4% | -25.2% | -33.2% | -58.5% |
| 3Y | -16.5% | +9.3% | -25.8% | -18.3% |
| 5Y | -1.0% | -69.3% | +68.4% | -3.4% |
| 10Y | +91.2% | -73.6% | +164.8% | +74.7% |
| All | +626.3% | -77.5% | +703.9% | +559.6% |
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