-74.1%
MARA vs TSN
-4.9%
-69.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.4% |
| 7D | +5.9% | +3.0% | +2.9% | +4.5% |
| 30D | +24.3% | -4.2% | +28.5% | +26.0% |
| 3M | -12.0% | -3.9% | -8.1% | -11.3% |
| 6M | +40.1% | -9.8% | +50.0% | +44.1% |
| YTD | +33.4% | -7.3% | +40.7% | +35.1% |
| 1Y | -23.7% | -2.2% | -21.5% | -25.1% |
| 3Y | +19.0% | +11.9% | +7.1% | +5.4% |
| 5Y | -66.5% | -16.9% | -49.5% | -65.2% |
| All | -74.1% | -4.9% | -69.2% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling