-23.7%
MARA vs TMUS
-22.5%
-1.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +6.5% |
| 7D | +5.9% | +0.4% | +5.5% | +6.1% |
| 30D | +24.3% | +3.5% | +20.7% | +27.4% |
| 3M | -12.0% | -1.3% | -10.7% | -10.8% |
| 6M | +40.1% | -13.6% | +53.7% | +29.1% |
| YTD | +33.4% | -8.8% | +42.2% | +32.0% |
| 1Y | -23.7% | -22.9% | -0.9% | -36.3% |
| All | -23.7% | -22.5% | -1.2% | -36.3% |
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 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