-23.9%
MARA vs MTSI
+203.6%
-227.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | +0.4% |
| 7D | +10.1% | +10.0% | +0.1% | +3.5% |
| 30D | -15.1% | -20.3% | +5.3% | -4.1% |
| 3M | -24.1% | -24.4% | +0.3% | -13.2% |
| 6M | -45.2% | -39.2% | -6.0% | -30.0% |
| YTD | -22.2% | +35.5% | -57.6% | -42.5% |
| 1Y | -45.3% | +43.0% | -88.3% | -60.9% |
| 3Y | -23.9% | +196.3% | -220.1% | -64.2% |
| All | -23.9% | +203.6% | -227.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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