-5.7%
MARA vs MTSI
+224.7%
-230.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.6% |
| 7D | +6.0% | +1.4% | +4.6% | +5.0% |
| 30D | +0.6% | +2.1% | -1.5% | -3.1% |
| 3M | -18.5% | -29.7% | +11.2% | -0.9% |
| 6M | +21.7% | +12.5% | +9.2% | +6.7% |
| YTD | +25.9% | +57.0% | -31.1% | -12.7% |
| 1Y | -25.1% | +103.9% | -129.1% | -57.1% |
| All | -5.7% | +224.7% | -230.5% | -64.1% |
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