+48.9%
MSFT vs MARA
+13.0%
+35.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -1.0% | +13.8% | -14.9% | -2.0% |
| 30D | -2.7% | +24.7% | -27.4% | -4.5% |
| 3M | +22.1% | -10.4% | +32.5% | +22.1% |
| 6M | +20.6% | +37.6% | -17.1% | +16.7% |
| YTD | +2.3% | +32.7% | -30.4% | -1.3% |
| 1Y | -0.5% | -25.2% | +24.6% | -1.1% |
| All | +48.9% | +13.0% | +35.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling