-94.0%
MARA vs TMUS
+1,477.8%
-1,571.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | +22.4% | +6.5% | +15.9% | +20.0% |
| 30D | -21.0% | +11.3% | -32.2% | -24.4% |
| 3M | -25.3% | -2.9% | -22.4% | -25.8% |
| 6M | -43.4% | -10.5% | -32.9% | -42.9% |
| YTD | -19.8% | -14.4% | -5.4% | -19.0% |
| 1Y | -50.0% | -17.9% | -32.2% | -48.8% |
| 3Y | -25.1% | +21.9% | -46.9% | -37.1% |
| 5Y | -90.5% | +52.1% | -142.6% | -92.5% |
| 10Y | -80.4% | +242.4% | -322.8% | -87.0% |
| All | -94.0% | +1,477.8% | -1,571.8% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling