-25.1%
MARA vs TSEM
+259.4%
-284.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.8% | -10.3% | -5.4% |
| 7D | +6.0% | +6.9% | -0.9% | +3.2% |
| 30D | +0.6% | +5.3% | -4.7% | -3.0% |
| 3M | -18.5% | -14.9% | -3.6% | -16.4% |
| 6M | +21.7% | +80.0% | -58.3% | -14.2% |
| YTD | +25.9% | +89.4% | -63.4% | -13.6% |
| 1Y | -25.1% | +253.1% | -278.2% | -61.4% |
| All | -25.1% | +259.4% | -284.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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