-90.5%
MARA vs GSK
+117.7%
-208.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.6% |
| 7D | +6.0% | -1.8% | +7.8% | +6.9% |
| 30D | +0.6% | -2.2% | +2.8% | +1.3% |
| 3M | -18.5% | -1.8% | -16.7% | -18.8% |
| 6M | +21.7% | -10.6% | +32.4% | +26.8% |
| YTD | +25.9% | +4.4% | +21.5% | +20.0% |
| 1Y | -25.1% | +30.4% | -55.6% | -37.0% |
| 3Y | -5.7% | +60.1% | -65.8% | -34.4% |
| 5Y | -73.9% | +46.8% | -120.7% | -80.8% |
| 10Y | -75.6% | +79.2% | -154.8% | -84.1% |
| All | -90.5% | +117.7% | -208.2% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling