-23.7%
MARA vs TSCO
-42.3%
+18.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.1% |
| 7D | +5.9% | -5.7% | +11.6% | +7.0% |
| 30D | +24.3% | -8.8% | +33.0% | +26.3% |
| 3M | -12.0% | +6.3% | -18.3% | -14.0% |
| 6M | +40.1% | -32.3% | +72.4% | +67.9% |
| YTD | +33.4% | -32.7% | +66.1% | +62.0% |
| 1Y | -23.7% | -43.7% | +19.9% | +4.5% |
| All | -23.7% | -42.3% | +18.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling