-71.3%
MARA vs MTSI
+320.9%
-392.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -5.3% |
| 7D | +6.0% | +1.4% | +4.6% | +4.7% |
| 30D | +0.6% | +2.1% | -1.5% | -4.9% |
| 3M | -18.5% | -29.7% | +11.2% | +5.6% |
| 6M | +21.7% | +12.5% | +9.2% | -1.0% |
| YTD | +25.9% | +57.0% | -31.1% | -26.9% |
| 1Y | -25.1% | +103.9% | -129.1% | -67.2% |
| 3Y | -5.7% | +223.6% | -229.3% | -79.0% |
| All | -71.3% | +320.9% | -392.2% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling