-73.6%
MARA vs HST
+101.1%
-174.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +13.8% | -0.3% | +14.2% | +14.1% |
| 30D | +24.7% | -2.8% | +27.5% | +27.1% |
| 3M | -10.4% | -6.5% | -4.0% | -6.4% |
| 6M | +37.6% | +20.7% | +16.9% | +19.0% |
| YTD | +32.7% | +30.5% | +2.3% | +8.6% |
| 1Y | -25.2% | +36.8% | -61.9% | -41.3% |
| 3Y | +9.3% | +65.9% | -56.6% | -21.0% |
| 5Y | -69.3% | +73.9% | -143.3% | -76.2% |
| 10Y | -73.6% | +107.0% | -180.6% | -84.1% |
| All | -73.6% | +101.1% | -174.7% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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