-26.3%
MARA vs MSTU
-85.2%
+58.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.4% |
| 7D | +6.0% | +21.3% | -15.3% | -2.2% |
| 30D | +0.6% | +90.8% | -90.2% | -21.7% |
| 3M | -18.5% | -6.8% | -11.8% | -24.2% |
| 6M | +21.7% | -39.8% | +61.6% | +23.3% |
| YTD | +25.9% | -55.7% | +81.6% | +33.1% |
| 1Y | -25.1% | -92.7% | +67.5% | +41.0% |
| All | -26.3% | -85.2% | +58.9% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling