-73.6%
MARA vs TMUS
+304.7%
-378.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.1% |
| 7D | +13.8% | -5.3% | +19.2% | +17.3% |
| 30D | +24.7% | +0.1% | +24.6% | +23.9% |
| 3M | -10.4% | -0.6% | -9.8% | -12.9% |
| 6M | +37.6% | -17.5% | +55.2% | +48.5% |
| YTD | +32.7% | -11.3% | +44.0% | +34.4% |
| 1Y | -25.2% | -25.4% | +0.2% | -15.6% |
| 3Y | +9.3% | +35.5% | -26.3% | -26.2% |
| 5Y | -69.3% | +41.9% | -111.3% | -79.6% |
| 10Y | -73.6% | +317.8% | -391.4% | -90.1% |
| All | -73.6% | +304.7% | -378.3% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling