-87.4%
MARA vs TSEM
+297.9%
-385.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | +0.7% |
| 7D | +10.1% | +7.0% | +3.1% | +5.7% |
| 30D | -15.1% | -29.8% | +14.7% | +1.3% |
| 3M | -24.1% | -41.9% | +17.8% | -1.7% |
| 6M | -45.2% | -45.8% | +0.6% | -29.9% |
| YTD | -22.2% | +25.1% | -47.3% | -43.8% |
| 1Y | -45.3% | +48.2% | -93.5% | -64.8% |
| 3Y | -23.9% | +476.5% | -500.3% | -81.7% |
| All | -87.4% | +297.9% | -385.2% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling