+37.6%
MARA vs TNA
+48.8%
-11.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +3.9% |
| 7D | +13.8% | -3.6% | +17.5% | +16.8% |
| 30D | +24.7% | -10.1% | +34.7% | +34.6% |
| 3M | -10.4% | +2.7% | -13.1% | -11.9% |
| 6M | +37.6% | +38.4% | -0.8% | +15.3% |
| All | +37.6% | +48.8% | -11.1% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling