-53.1%
MARA vs MSTU
-91.8%
+38.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.9% | +6.9% | -1.6% |
| 7D | +22.4% | -23.0% | +45.4% | +32.9% |
| 30D | -21.0% | -47.7% | +26.7% | -3.4% |
| 3M | -25.3% | +12.5% | -37.8% | -33.6% |
| 6M | -43.4% | -76.1% | +32.7% | -21.5% |
| YTD | -19.8% | -75.5% | +55.7% | -1.3% |
| 1Y | -50.0% | -90.1% | +40.0% | -17.1% |
| All | -53.1% | -91.8% | +38.8% | -34.2% |
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