+4.6%
TSLA vs MARA
-28.1%
+32.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.5% | -3.4% | -5.4% |
| 7D | +1.5% | +6.0% | -4.5% | +0.4% |
| 30D | +10.1% | +0.6% | +9.5% | +9.4% |
| 3M | -15.4% | -18.5% | +3.1% | -13.1% |
| 6M | -12.8% | +21.7% | -34.5% | -17.4% |
| YTD | -21.3% | +25.9% | -47.2% | -26.8% |
| 1Y | +4.6% | -25.1% | +29.7% | +14.2% |
| All | +4.6% | -28.1% | +32.7% | +14.2% |
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