+9.0%
MSFT vs MARA
-60.7%
+69.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.1% | +10.7% | +7.1% |
| 7D | +4.7% | -6.5% | +11.2% | +5.2% |
| 30D | +5.8% | -38.5% | +44.3% | +10.4% |
| 3M | +13.0% | -41.5% | +54.5% | +17.9% |
| 6M | +34.9% | -41.9% | +76.8% | +39.3% |
| YTD | +15.7% | -23.5% | +39.2% | +15.4% |
| 1Y | +9.0% | -58.7% | +67.6% | +11.8% |
| All | +9.0% | -60.7% | +69.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling