-81.6%
MARA vs TYL
+183.3%
-264.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.6% | -5.7% |
| 7D | +22.4% | -1.6% | +24.0% | +23.8% |
| 30D | -21.0% | +22.1% | -43.1% | -33.9% |
| 3M | -25.3% | +33.4% | -58.7% | -43.2% |
| 6M | -43.4% | +36.8% | -80.2% | -60.6% |
| YTD | -19.8% | -6.7% | -13.1% | -24.5% |
| 1Y | -50.0% | -9.2% | -40.8% | -52.1% |
| 3Y | -25.1% | +1.2% | -26.2% | -40.3% |
| 5Y | -90.5% | -23.0% | -67.5% | -89.6% |
| All | -81.6% | +183.3% | -264.9% | -86.0% |
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