+1,643.1%
TSM vs MARA
-81.0%
+1,724.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | +6.2% | +10.1% | -3.9% | +5.6% |
| 30D | -7.3% | -15.1% | +7.8% | -6.4% |
| 3M | -7.1% | -24.1% | +17.0% | -5.9% |
| 6M | +0.2% | -45.2% | +45.4% | +3.3% |
| YTD | +32.2% | -22.2% | +54.4% | +32.9% |
| 1Y | +42.8% | -45.3% | +88.1% | +46.0% |
| 3Y | +330.4% | -23.9% | +354.3% | +317.6% |
| 5Y | +263.9% | -90.8% | +354.7% | +262.4% |
| All | +1,643.1% | -81.0% | +1,724.1% | +1,412.5% |
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