-74.1%
MARA vs TTWO
+406.5%
-480.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.2% |
| 7D | +5.9% | +0.4% | +5.6% | +5.5% |
| 30D | +24.3% | -11.3% | +35.6% | +33.1% |
| 3M | -12.0% | +1.6% | -13.6% | -14.9% |
| 6M | +40.1% | +2.1% | +38.0% | +34.2% |
| YTD | +33.4% | -15.8% | +49.2% | +44.6% |
| 1Y | -23.7% | -12.6% | -11.1% | -19.4% |
| 3Y | +19.0% | +48.2% | -29.2% | -12.9% |
| 5Y | -66.5% | +40.0% | -106.5% | -74.2% |
| All | -74.1% | +406.5% | -480.6% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling