-82.1%
MARA vs TYL
+174.6%
-256.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.1% | +5.0% |
| 7D | +3.3% | +3.5% | -0.3% | -0.1% |
| 30D | -31.2% | +26.9% | -58.1% | -44.3% |
| 3M | -34.2% | +33.8% | -68.0% | -50.2% |
| 6M | -48.7% | +28.8% | -77.5% | -62.4% |
| YTD | -26.1% | -7.9% | -18.2% | -29.8% |
| 1Y | -58.2% | -9.8% | -48.4% | -59.8% |
| 3Y | -28.1% | +1.2% | -29.2% | -42.9% |
| 5Y | -91.3% | -22.8% | -68.5% | -90.5% |
| 10Y | -82.1% | +168.8% | -250.9% | -86.3% |
| All | -82.1% | +174.6% | -256.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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