-68.3%
MARA vs TMUS
+41.9%
-110.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +15.6% | -0.3% | +15.9% | +15.8% |
| 30D | +17.2% | +3.1% | +14.1% | +15.6% |
| 3M | -14.2% | +2.4% | -16.6% | -16.6% |
| 6M | +47.7% | -17.1% | +64.8% | +57.8% |
| YTD | +31.7% | -9.1% | +40.8% | +32.5% |
| 1Y | -22.2% | -23.6% | +1.4% | -13.2% |
| 3Y | +8.4% | +38.8% | -30.4% | -35.2% |
| 5Y | -68.3% | +43.0% | -111.2% | -80.0% |
| All | -68.3% | +41.9% | -110.2% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling