-90.5%
MARA vs TSN
+284.5%
-375.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | +6.0% | -6.3% | +12.3% | +8.4% |
| 30D | +0.6% | -10.8% | +11.4% | +4.9% |
| 3M | -18.5% | -8.8% | -9.8% | -16.5% |
| 6M | +21.7% | -16.8% | +38.6% | +29.3% |
| YTD | +25.9% | -10.0% | +35.9% | +29.1% |
| 1Y | -25.1% | -5.3% | -19.9% | -25.3% |
| 3Y | -5.7% | +8.5% | -14.3% | -13.8% |
| 5Y | -73.9% | -22.9% | -51.0% | -72.1% |
| 10Y | -75.6% | -12.6% | -63.0% | -77.1% |
| All | -90.5% | +284.5% | -375.0% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling