-25.1%
MARA vs TTWO
-10.0%
-15.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +6.0% | -8.8% | +14.8% | +9.7% |
| 30D | +0.6% | -8.6% | +9.2% | +3.3% |
| 3M | -18.5% | -0.9% | -17.6% | -20.8% |
| 6M | +21.7% | -0.5% | +22.2% | +15.8% |
| YTD | +25.9% | -16.1% | +42.1% | +28.9% |
| 1Y | -25.1% | -10.8% | -14.4% | -23.5% |
| All | -25.1% | -10.0% | -15.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling