-75.3%
MARA vs TT
+954.8%
-1,030.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.3% |
| 7D | -1.5% | -1.0% | -0.5% | -0.7% |
| 30D | +18.1% | -8.9% | +27.0% | +27.3% |
| 3M | -9.4% | -1.8% | -7.6% | -8.8% |
| 6M | +33.4% | +1.9% | +31.5% | +29.8% |
| YTD | +27.3% | +13.8% | +13.5% | +13.1% |
| 1Y | -27.9% | +6.1% | -34.1% | -32.2% |
| 3Y | +4.8% | +119.6% | -114.8% | -47.1% |
| 5Y | -68.0% | +145.9% | -213.9% | -85.2% |
| All | -75.3% | +954.8% | -1,030.1% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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