-90.0%
MARA vs TNA
+412.4%
-502.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +3.3% |
| 7D | +13.8% | -3.6% | +17.5% | +16.4% |
| 30D | +24.7% | -10.1% | +34.7% | +33.0% |
| 3M | -10.4% | +2.7% | -13.1% | -11.6% |
| 6M | +37.6% | +38.4% | -0.8% | +12.0% |
| YTD | +32.7% | +45.4% | -12.7% | +6.3% |
| 1Y | -25.2% | +55.9% | -81.1% | -42.4% |
| 3Y | +9.3% | +109.8% | -100.6% | -30.4% |
| 5Y | -69.3% | -22.5% | -46.8% | -64.6% |
| 10Y | -73.6% | +87.5% | -161.1% | -81.6% |
| All | -90.0% | +412.4% | -502.4% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling