-25.5%
MARA vs MSTU
-88.1%
+62.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.8% | +2.7% | -1.8% |
| 7D | -1.5% | -22.0% | +20.6% | +6.8% |
| 30D | +18.1% | +60.3% | -42.2% | -2.7% |
| 3M | -9.4% | -3.7% | -5.7% | -17.2% |
| 6M | +33.4% | -45.2% | +78.6% | +38.3% |
| YTD | +27.3% | -64.3% | +91.6% | +44.2% |
| 1Y | -27.9% | -94.0% | +66.1% | +45.0% |
| All | -25.5% | -88.1% | +62.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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