-68.0%
MARA vs TSN
-18.6%
-49.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.7% |
| 7D | -1.5% | +1.4% | -2.8% | -2.0% |
| 30D | +18.1% | -6.2% | +24.2% | +20.5% |
| 3M | -9.4% | -5.7% | -3.8% | -8.3% |
| 6M | +33.4% | -11.4% | +44.7% | +37.6% |
| YTD | +27.3% | -8.2% | +35.5% | +29.0% |
| 1Y | -27.9% | -2.0% | -25.9% | -29.7% |
| 3Y | +4.8% | +11.9% | -7.1% | -11.0% |
| 5Y | -68.0% | -17.8% | -50.3% | -47.8% |
| All | -68.0% | -18.6% | -49.4% | -47.8% |
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 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