-94.2%
MARA vs TSEM
+899.3%
-993.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.9% | +4.0% | +0.2% |
| 7D | +10.1% | +7.0% | +3.1% | +6.3% |
| 30D | -15.1% | -29.8% | +14.7% | -0.9% |
| 3M | -24.1% | -41.9% | +17.8% | -4.8% |
| 6M | -45.2% | -45.8% | +0.6% | -31.6% |
| YTD | -22.2% | +25.1% | -47.3% | -37.2% |
| 1Y | -45.3% | +48.2% | -93.5% | -59.3% |
| 3Y | -23.9% | +476.5% | -500.3% | -70.5% |
| 5Y | -90.8% | +301.4% | -392.2% | -95.8% |
| 10Y | -81.0% | +812.9% | -893.9% | -92.8% |
| All | -94.2% | +899.3% | -993.4% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling