-82.2%
MARA vs HST
+133.7%
-215.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +10.1% | +3.6% | +6.5% | +7.5% |
| 30D | -15.1% | +11.2% | -26.3% | -20.9% |
| 3M | -24.1% | +13.1% | -37.2% | -30.3% |
| 6M | -45.2% | +23.9% | -69.1% | -53.2% |
| YTD | -22.2% | +52.3% | -74.4% | -42.8% |
| 1Y | -45.3% | +56.7% | -102.0% | -60.8% |
| 3Y | -23.9% | +87.5% | -111.4% | -49.9% |
| 5Y | -90.8% | +82.8% | -173.6% | -93.3% |
| All | -82.2% | +133.7% | -215.9% | -89.7% |
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