-58.7%
MARA vs TMUS
-20.4%
-38.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -2.5% |
| 7D | -6.5% | +7.5% | -14.0% | -2.7% |
| 30D | -38.5% | -3.3% | -35.2% | -38.3% |
| 3M | -41.5% | -9.7% | -31.9% | -43.1% |
| 6M | -41.9% | -17.2% | -24.7% | -45.4% |
| YTD | -23.5% | -20.3% | -3.2% | -28.6% |
| 1Y | -58.7% | -21.2% | -37.5% | -61.6% |
| All | -58.7% | -20.4% | -38.2% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 1y: compounded portfolio wealth divided by compounded TMUS 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…
1y analysis · Full analysis span regression · 6 months rolling