-90.5%
MARA vs MTSI
+1,262.5%
-1,353.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.0% |
| 7D | +6.0% | +1.4% | +4.6% | +5.3% |
| 30D | +0.6% | +2.1% | -1.5% | -1.8% |
| 3M | -18.5% | -29.7% | +11.2% | -5.6% |
| 6M | +21.7% | +12.5% | +9.2% | +13.1% |
| YTD | +25.9% | +57.0% | -31.1% | +0.3% |
| 1Y | -25.1% | +103.9% | -129.1% | -47.1% |
| 3Y | -5.7% | +223.6% | -229.3% | -45.2% |
| 5Y | -73.9% | +321.6% | -395.5% | -85.6% |
| 10Y | -75.6% | +517.7% | -593.3% | -88.6% |
| All | -90.5% | +1,262.5% | -1,353.0% | -93.4% |
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