+615.9%
ISRG vs MARA
-85.6%
+701.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | -6.8% | +11.5% | -18.3% | -7.0% |
| 30D | +5.1% | -18.9% | +24.0% | +5.5% |
| 3M | +12.0% | -20.9% | +32.9% | +12.3% |
| 6M | +7.0% | -42.8% | +49.8% | +7.9% |
| YTD | -20.6% | -14.7% | -5.9% | -21.0% |
| 1Y | -21.4% | -47.6% | +26.2% | -21.0% |
| 3Y | +62.0% | -20.3% | +82.3% | +58.9% |
| 5Y | +28.1% | -89.2% | +117.3% | +26.5% |
| 10Y | +550.7% | -79.2% | +629.9% | +504.6% |
| All | +615.9% | -85.6% | +701.4% | +588.6% |
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