+74.4%
TSLA vs MARA
-25.8%
+100.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | +8.9% | +10.1% | -1.1% | +6.4% |
| 30D | +6.3% | -15.1% | +21.3% | +9.6% |
| 3M | +14.8% | -24.1% | +38.9% | +19.9% |
| 6M | -12.4% | -45.2% | +32.8% | -2.7% |
| YTD | -13.2% | -22.2% | +8.9% | -13.8% |
| 1Y | -2.9% | -45.3% | +42.4% | +4.2% |
| 3Y | +74.4% | -23.9% | +98.3% | +72.9% |
| All | +74.4% | -25.8% | +100.2% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling