+18.4%
MARA vs GSK
+48.7%
-30.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +13.8% | -3.6% | +17.4% | +13.6% |
| 30D | +24.7% | -5.9% | +30.6% | +24.3% |
| 3M | -10.4% | -4.3% | -6.2% | -10.7% |
| 6M | +37.6% | -10.8% | +48.4% | +37.5% |
| YTD | +32.7% | +1.8% | +31.0% | +32.8% |
| 1Y | -25.2% | +23.5% | -48.6% | -25.8% |
| All | +18.4% | +48.7% | -30.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling