+17,249.7%
TSLA vs MARA
-77.7%
+17,327.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.6% | -0.6% | +3.7% |
| 7D | +3.4% | +15.6% | -12.3% | +2.5% |
| 30D | +12.0% | +17.2% | -5.2% | +10.8% |
| 3M | -10.0% | -14.2% | +4.2% | -9.5% |
| 6M | -7.2% | +47.7% | -54.9% | -10.0% |
| YTD | -18.1% | +31.7% | -49.9% | -20.4% |
| 1Y | +6.3% | -22.2% | +28.5% | +6.3% |
| 3Y | +48.2% | +8.4% | +39.7% | +41.9% |
| 5Y | +46.5% | -68.3% | +114.8% | +41.4% |
| 10Y | +2,698.1% | -74.9% | +2,773.0% | +2,322.8% |
| All | +17,249.7% | -77.7% | +17,327.4% | +15,129.3% |
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