+1,935.4%
MSFT vs MARA
-77.7%
+2,013.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.7% | -1.3% |
| 7D | -1.4% | +15.6% | -17.1% | -1.8% |
| 30D | -1.0% | +17.2% | -18.3% | -1.6% |
| 3M | +20.2% | -14.2% | +34.3% | +20.4% |
| 6M | +21.3% | +47.7% | -26.4% | +19.5% |
| YTD | +2.8% | +31.7% | -29.0% | +1.4% |
| 1Y | 0.0% | -22.2% | +22.1% | -0.2% |
| 3Y | +51.2% | +8.4% | +42.8% | +46.5% |
| 5Y | +71.4% | -68.3% | +139.7% | +65.7% |
| 10Y | +868.6% | -74.9% | +943.5% | +759.4% |
| All | +1,935.4% | -77.7% | +2,013.1% | +1,709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling