+3,973.0%
TSM vs MARA
-78.7%
+4,051.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.9% |
| 7D | +2.7% | +6.0% | -3.3% | +2.5% |
| 30D | +3.6% | +0.6% | +3.0% | +3.4% |
| 3M | -3.4% | -18.5% | +15.1% | -2.9% |
| 6M | +20.6% | +21.7% | -1.1% | +19.4% |
| YTD | +41.9% | +25.9% | +15.9% | +39.9% |
| 1Y | +84.4% | -25.1% | +109.5% | +84.7% |
| 3Y | +380.2% | -5.7% | +386.0% | +366.4% |
| 5Y | +275.3% | -73.9% | +349.3% | +263.9% |
| 10Y | +1,751.4% | -75.6% | +1,827.0% | +1,519.1% |
| All | +3,973.0% | -78.7% | +4,051.6% | +3,403.5% |
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 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