+370.1%
ISRG vs MARA
-74.3%
+444.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -5.0% | +13.8% | -18.9% | -5.6% |
| 30D | -10.2% | +24.7% | -34.9% | -11.3% |
| 3M | -17.2% | -10.4% | -6.8% | -17.2% |
| 6M | -28.4% | +37.6% | -66.1% | -30.0% |
| YTD | -37.6% | +32.7% | -70.4% | -39.1% |
| 1Y | -24.4% | -25.2% | +0.7% | -24.7% |
| 3Y | +18.4% | +9.3% | +9.2% | +12.4% |
| 5Y | -1.0% | -69.3% | +68.4% | -6.3% |
| 10Y | +370.1% | -73.6% | +443.7% | +296.1% |
| All | +370.1% | -74.3% | +444.4% | +296.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling