-87.4%
MARA vs TSN
-14.8%
-72.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | +10.1% | -1.4% | +11.5% | +10.8% |
| 30D | -15.1% | +8.5% | -23.6% | -18.3% |
| 3M | -24.1% | +5.3% | -29.4% | -26.5% |
| 6M | -45.2% | -10.5% | -34.7% | -42.8% |
| YTD | -22.2% | +3.0% | -25.1% | -25.3% |
| 1Y | -45.3% | +12.1% | -57.4% | -50.1% |
| 3Y | -23.9% | +43.1% | -67.0% | -46.4% |
| All | -87.4% | -14.8% | -72.5% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling