-90.1%
MARA vs TSEM
+1,395.4%
-1,485.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +15.6% | +10.4% | +5.2% | +10.2% |
| 30D | +17.2% | -12.9% | +30.2% | +23.8% |
| 3M | -14.2% | -9.2% | -5.0% | -13.8% |
| 6M | +47.7% | +98.8% | -51.1% | -1.5% |
| YTD | +31.7% | +87.2% | -55.5% | -10.3% |
| 1Y | -22.2% | +239.0% | -261.1% | -60.4% |
| 3Y | +8.4% | +679.5% | -671.1% | -63.0% |
| 5Y | -68.3% | +667.3% | -735.5% | -88.8% |
| 10Y | -74.9% | +1,301.0% | -1,375.9% | -92.0% |
| All | -90.1% | +1,395.4% | -1,485.5% | -96.0% |
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