+600.5%
ISRG vs MARA
-86.4%
+686.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | -2.0% |
| 7D | -6.1% | +22.4% | -28.6% | -6.6% |
| 30D | +4.2% | -21.0% | +25.2% | +4.7% |
| 3M | +9.6% | -25.3% | +34.9% | +10.0% |
| 6M | +1.9% | -43.4% | +45.3% | +2.7% |
| YTD | -22.3% | -19.8% | -2.5% | -22.6% |
| 1Y | -23.2% | -50.0% | +26.9% | -22.6% |
| 3Y | +58.5% | -25.1% | +83.6% | +55.7% |
| 5Y | +23.9% | -90.5% | +114.5% | +22.6% |
| 10Y | +536.7% | -80.4% | +617.2% | +492.5% |
| All | +600.5% | -86.4% | +686.9% | +574.8% |
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 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