-43.4%
MARA vs TMUS
-9.8%
-33.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -6.3% |
| 7D | +22.4% | +6.5% | +15.9% | +25.5% |
| 30D | -21.0% | +11.3% | -32.2% | -16.7% |
| 3M | -25.3% | -2.9% | -22.4% | -24.3% |
| 6M | -43.4% | -10.5% | -32.9% | -42.5% |
| All | -43.4% | -9.8% | -33.6% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling