-25.1%
MARA vs MSTZ
-29.5%
+4.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -1.6% |
| 7D | +6.0% | -29.7% | +35.7% | -2.6% |
| 30D | +0.6% | -65.3% | +65.9% | -23.0% |
| 3M | -18.5% | -57.3% | +38.8% | -25.3% |
| 6M | +21.7% | -61.6% | +83.4% | +17.2% |
| YTD | +25.9% | -78.3% | +104.2% | +23.2% |
| 1Y | -25.1% | -30.2% | +5.1% | +42.7% |
| All | -25.1% | -29.5% | +4.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling