-13.3%
TSLA vs MARA
-60.7%
+47.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.7% | -2.6% |
| 7D | -4.7% | -6.5% | +1.8% | -3.7% |
| 30D | +1.7% | -38.5% | +40.2% | +10.8% |
| 3M | +17.7% | -41.5% | +59.2% | +28.5% |
| 6M | -1.9% | -41.9% | +40.1% | +6.8% |
| YTD | -14.3% | -23.5% | +9.1% | -11.9% |
| 1Y | -13.3% | -58.7% | +45.4% | +9.0% |
| All | -13.3% | -60.7% | +47.4% | +9.0% |
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 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