-58.7%
MARA vs TSN
+19.9%
-78.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.4% | -9.4% | -3.6% |
| 7D | -6.5% | +8.4% | -15.0% | -6.0% |
| 30D | -38.5% | +16.1% | -54.6% | -38.1% |
| 3M | -41.5% | +3.2% | -44.7% | -41.0% |
| 6M | -41.9% | -11.1% | -30.8% | -38.2% |
| YTD | -23.5% | +5.1% | -28.6% | -24.3% |
| 1Y | -58.7% | +19.4% | -78.1% | -63.8% |
| All | -58.7% | +19.9% | -78.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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