+551.4%
ISRG vs MARA
-80.1%
+631.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.5% | -12.8% | -2.7% |
| 7D | +2.1% | +2.5% | -0.4% | +1.9% |
| 30D | +6.2% | -23.9% | +30.1% | +7.2% |
| 3M | +14.4% | -23.2% | +37.6% | +15.1% |
| 6M | 0.0% | -43.3% | +43.3% | +1.5% |
| YTD | -20.5% | -18.3% | -2.3% | -21.1% |
| 1Y | -21.9% | -52.9% | +31.0% | -20.7% |
| 3Y | +62.2% | -23.6% | +85.8% | +56.2% |
| 5Y | +25.2% | -88.7% | +113.9% | +22.2% |
| All | +551.4% | -80.1% | +631.5% | +452.1% |
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