-81.6%
MARA vs TMUS
+246.8%
-328.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | +22.4% | +6.5% | +15.9% | +18.8% |
| 30D | -21.0% | +11.3% | -32.2% | -26.0% |
| 3M | -25.3% | -2.9% | -22.4% | -26.1% |
| 6M | -43.4% | -10.5% | -32.9% | -42.8% |
| YTD | -19.8% | -14.4% | -5.4% | -18.9% |
| 1Y | -50.0% | -17.9% | -32.2% | -48.2% |
| 3Y | -25.1% | +21.9% | -46.9% | -46.9% |
| 5Y | -90.5% | +52.1% | -142.6% | -94.1% |
| All | -81.6% | +246.8% | -328.4% | -91.3% |
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