-66.3%
MARA vs TTWO
+39.3%
-105.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.4% |
| 7D | +5.9% | +0.4% | +5.6% | +5.4% |
| 30D | +24.3% | -11.3% | +35.6% | +35.6% |
| 3M | -12.0% | +1.6% | -13.6% | -16.3% |
| 6M | +40.1% | +2.1% | +38.0% | +31.2% |
| YTD | +33.4% | -15.8% | +49.2% | +47.3% |
| 1Y | -23.7% | -12.6% | -11.1% | -18.8% |
| 3Y | +19.0% | +48.2% | -29.2% | -27.5% |
| All | -66.3% | +39.3% | -105.7% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling