-94.7%
MARA vs MTSI
+968.8%
-1,063.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.8% | +3.1% |
| 7D | -6.2% | -10.0% | +3.8% | -1.4% |
| 30D | -38.7% | -37.2% | -1.5% | -24.9% |
| 3M | -40.4% | -30.1% | -10.3% | -31.2% |
| 6M | -51.3% | -31.9% | -19.4% | -43.8% |
| YTD | -29.3% | +23.2% | -52.5% | -37.9% |
| 1Y | -60.2% | +26.4% | -86.6% | -65.3% |
| 3Y | -31.3% | +186.2% | -217.4% | -58.0% |
| 5Y | -90.1% | +187.0% | -277.1% | -93.7% |
| 10Y | -81.2% | +460.4% | -541.6% | -90.3% |
| All | -94.7% | +968.8% | -1,063.5% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling