-74.1%
MARA vs GSK
+80.1%
-154.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -3.5% | +9.5% | +7.7% |
| 30D | +24.3% | -3.4% | +27.7% | +26.0% |
| 3M | -12.0% | -8.1% | -3.9% | -9.4% |
| 6M | +40.1% | -11.1% | +51.3% | +46.2% |
| YTD | +33.4% | +0.7% | +32.7% | +28.5% |
| 1Y | -23.7% | +20.1% | -43.9% | -34.2% |
| 3Y | +19.0% | +46.1% | -27.2% | -15.9% |
| 5Y | -66.5% | +48.2% | -114.7% | -77.0% |
| All | -74.1% | +80.1% | -154.2% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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