+8.4%
MARA vs TMUS
+38.6%
-30.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +15.6% | -0.3% | +15.9% | +15.6% |
| 30D | +17.2% | +3.1% | +14.1% | +17.8% |
| 3M | -14.2% | +2.4% | -16.6% | -13.7% |
| 6M | +47.7% | -17.1% | +64.8% | +49.4% |
| YTD | +31.7% | -9.1% | +40.8% | +32.7% |
| 1Y | -22.2% | -23.6% | +1.4% | -18.4% |
| 3Y | +8.4% | +38.8% | -30.4% | -36.4% |
| All | +8.4% | +38.6% | -30.1% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling