-0.9%
TSLA vs MARA
-24.5%
+23.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.5% |
| 7D | +3.2% | +5.9% | -2.7% | +2.0% |
| 30D | +11.6% | +24.3% | -12.7% | +6.3% |
| 3M | -8.4% | -12.0% | +3.5% | -7.3% |
| 6M | -10.4% | +40.1% | -50.5% | -17.5% |
| YTD | -18.7% | +33.4% | -52.1% | -25.4% |
| 1Y | -0.9% | -23.7% | +22.8% | +4.8% |
| All | -0.9% | -24.5% | +23.6% | +4.8% |
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