-66.3%
MARA vs TSEM
+617.3%
-683.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.2% | +3.9% |
| 7D | +5.9% | -4.9% | +10.8% | +8.8% |
| 30D | +24.3% | -18.7% | +43.0% | +37.9% |
| 3M | -12.0% | -18.1% | +6.1% | -6.9% |
| 6M | +40.1% | +77.1% | -37.0% | -14.7% |
| YTD | +33.4% | +80.1% | -46.7% | -21.0% |
| 1Y | -23.7% | +220.4% | -244.1% | -70.2% |
| 3Y | +19.0% | +650.1% | -631.1% | -76.6% |
| All | -66.3% | +617.3% | -683.6% | -92.9% |
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