-69.3%
MARA vs HST
+75.9%
-145.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +13.8% | -0.3% | +14.2% | +14.2% |
| 30D | +24.7% | -2.8% | +27.5% | +28.9% |
| 3M | -10.4% | -6.5% | -4.0% | -3.8% |
| 6M | +37.6% | +20.7% | +16.9% | +4.5% |
| YTD | +32.7% | +30.5% | +2.3% | -9.5% |
| 1Y | -25.2% | +36.8% | -61.9% | -53.2% |
| 3Y | +9.3% | +65.9% | -56.6% | -45.9% |
| 5Y | -69.3% | +73.9% | -143.3% | -83.6% |
| All | -69.3% | +75.9% | -145.2% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling