+872.1%
MSFT vs MARA
-75.5%
+947.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | -3.5% | -1.5% | -2.0% | -3.4% |
| 30D | -2.1% | +18.1% | -20.2% | -3.0% |
| 3M | +24.2% | -9.4% | +33.6% | +24.2% |
| 6M | +21.9% | +33.4% | -11.5% | +19.5% |
| YTD | +2.5% | +27.3% | -24.8% | +0.3% |
| 1Y | -0.8% | -27.9% | +27.2% | -0.8% |
| 3Y | +50.8% | +4.8% | +46.0% | +43.0% |
| 5Y | +73.5% | -68.0% | +141.5% | +63.8% |
| All | +872.1% | -75.5% | +947.5% | +700.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling