+72.3%
MSFT vs MARA
-68.8%
+141.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.5% |
| 7D | -1.0% | +13.8% | -14.9% | -2.3% |
| 30D | -2.7% | +24.7% | -27.4% | -5.0% |
| 3M | +22.1% | -10.4% | +32.5% | +22.3% |
| 6M | +20.6% | +37.6% | -17.1% | +15.4% |
| YTD | +2.3% | +32.7% | -30.4% | -2.5% |
| 1Y | -0.5% | -25.2% | +24.6% | -1.0% |
| 3Y | +50.5% | +9.3% | +41.3% | +30.7% |
| 5Y | +72.3% | -69.3% | +141.7% | +49.4% |
| All | +72.3% | -68.8% | +141.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling