+69.2%
TSM vs MARA
-24.5%
+93.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.2% |
| 7D | +1.0% | +5.9% | -4.9% | -0.2% |
| 30D | +1.0% | +24.3% | -23.3% | -4.1% |
| 3M | +2.9% | -12.0% | +14.9% | +4.0% |
| 6M | +22.8% | +40.1% | -17.3% | +14.0% |
| YTD | +43.3% | +33.4% | +9.9% | +32.4% |
| 1Y | +69.2% | -23.7% | +92.9% | +76.5% |
| All | +69.2% | -24.5% | +93.6% | +76.5% |
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 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