-74.1%
MARA vs TNA
+86.1%
-160.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.1% |
| 7D | +5.9% | -7.3% | +13.2% | +11.5% |
| 30D | +24.3% | -14.2% | +38.4% | +38.0% |
| 3M | -12.0% | -4.6% | -7.4% | -8.9% |
| 6M | +40.1% | +36.9% | +3.2% | +11.8% |
| YTD | +33.4% | +42.5% | -9.1% | +5.1% |
| 1Y | -23.7% | +45.8% | -69.5% | -40.7% |
| 3Y | +19.0% | +104.7% | -85.7% | -29.0% |
| 5Y | -66.5% | -21.7% | -44.8% | -62.1% |
| All | -74.1% | +86.1% | -160.2% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling