-90.4%
MARA vs TTWO
+1,502.4%
-1,592.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.5% |
| 7D | -1.5% | +1.3% | -2.8% | -2.2% |
| 30D | +18.1% | -13.4% | +31.5% | +26.2% |
| 3M | -9.4% | +3.1% | -12.5% | -12.3% |
| 6M | +33.4% | +3.8% | +29.6% | +28.1% |
| YTD | +27.3% | -15.3% | +42.5% | +35.6% |
| 1Y | -27.9% | -11.1% | -16.8% | -25.1% |
| 3Y | +4.8% | +52.0% | -47.2% | -17.7% |
| 5Y | -68.0% | +40.9% | -109.0% | -73.5% |
| 10Y | -74.7% | +407.6% | -482.3% | -84.2% |
| All | -90.4% | +1,502.4% | -1,592.8% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling