-90.5%
MARA vs TMUS
+1,574.5%
-1,665.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.3% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +0.6% | +5.3% | -4.6% | -1.6% |
| 3M | -18.5% | +3.1% | -21.6% | -20.9% |
| 6M | +21.7% | -16.5% | +38.2% | +27.2% |
| YTD | +25.9% | -9.2% | +35.1% | +26.3% |
| 1Y | -25.1% | -26.5% | +1.3% | -18.7% |
| 3Y | -5.7% | +39.0% | -44.8% | -23.8% |
| 5Y | -73.9% | +40.4% | -114.3% | -78.7% |
| 10Y | -75.6% | +303.7% | -379.3% | -84.2% |
| All | -90.5% | +1,574.5% | -1,665.1% | -94.1% |
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