-25.5%
MARA vs MSTZ
-99.1%
+73.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -1.9% |
| 7D | -1.5% | +24.8% | -26.3% | +6.3% |
| 30D | +18.1% | -59.2% | +77.3% | -3.8% |
| 3M | -9.4% | -56.9% | +47.4% | -19.7% |
| 6M | +33.4% | -57.6% | +91.0% | +29.6% |
| YTD | +27.3% | -73.6% | +100.9% | +31.5% |
| 1Y | -27.9% | -15.6% | -12.4% | +25.2% |
| All | -25.5% | -99.1% | +73.6% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling