-68.0%
MARA vs GSK
+47.2%
-115.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.9% |
| 7D | -1.5% | -5.4% | +3.9% | -0.2% |
| 30D | +18.1% | -4.6% | +22.7% | +19.2% |
| 3M | -9.4% | -5.1% | -4.3% | -8.9% |
| 6M | +33.4% | -11.4% | +44.8% | +36.8% |
| YTD | +27.3% | +0.7% | +26.6% | +24.6% |
| 1Y | -27.9% | +23.0% | -51.0% | -34.7% |
| 3Y | +4.8% | +48.0% | -43.2% | -18.4% |
| 5Y | -68.0% | +48.2% | -116.2% | -74.5% |
| All | -68.0% | +47.2% | -115.3% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling