+407.0%
TSM vs MARA
+13.0%
+394.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +4.8% | +13.8% | -9.1% | +2.9% |
| 30D | +4.0% | +24.7% | -20.7% | +0.7% |
| 3M | +2.0% | -10.4% | +12.4% | +2.5% |
| 6M | +25.5% | +37.6% | -12.1% | +19.6% |
| YTD | +44.0% | +32.7% | +11.3% | +36.5% |
| 1Y | +75.4% | -25.2% | +100.6% | +75.8% |
| All | +407.0% | +13.0% | +394.0% | +353.9% |
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