-23.7%
MARA vs MSTZ
-18.6%
-5.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.8% | +8.6% | +3.5% |
| 7D | +5.9% | +17.0% | -11.1% | +12.0% |
| 30D | +24.3% | -61.8% | +86.1% | -1.7% |
| 3M | -12.0% | -54.6% | +42.6% | -19.7% |
| 6M | +40.1% | -59.3% | +99.4% | +35.2% |
| YTD | +33.4% | -74.6% | +108.0% | +38.0% |
| 1Y | -23.7% | -18.8% | -4.9% | +57.9% |
| All | -23.7% | -18.6% | -5.2% | +57.9% |
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