+1,757.2%
TSM vs MARA
-75.5%
+1,832.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.5% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +1.4% | +18.1% | -16.7% | +0.3% |
| 3M | +5.0% | -9.4% | +14.4% | +5.2% |
| 6M | +24.0% | +33.4% | -9.4% | +21.4% |
| YTD | +41.6% | +27.3% | +14.3% | +38.5% |
| 1Y | +66.2% | -27.9% | +94.1% | +66.9% |
| 3Y | +398.2% | +4.8% | +393.5% | +373.3% |
| 5Y | +277.6% | -68.0% | +345.6% | +256.5% |
| All | +1,757.2% | -75.5% | +1,832.6% | +1,446.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling