-22.3%
MARA vs MSTU
-87.2%
+64.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.6% |
| 7D | +13.8% | +12.9% | +0.9% | +7.6% |
| 30D | +24.7% | +68.3% | -43.7% | +1.0% |
| 3M | -10.4% | +0.4% | -10.8% | -19.2% |
| 6M | +37.6% | -41.5% | +79.2% | +39.6% |
| YTD | +32.7% | -61.7% | +94.5% | +46.9% |
| 1Y | -25.2% | -93.7% | +68.5% | +47.7% |
| All | -22.3% | -87.2% | +64.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling