-25.1%
MARA vs OUST
+33.5%
-58.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +6.0% | +5.2% | +0.8% | +4.1% |
| 30D | +0.6% | -19.3% | +19.9% | +8.4% |
| 3M | -18.5% | -22.6% | +4.1% | -15.9% |
| 6M | +21.7% | +62.8% | -41.0% | -18.6% |
| YTD | +25.9% | +68.3% | -42.4% | -19.7% |
| 1Y | -25.1% | +28.5% | -53.7% | -45.6% |
| All | -25.1% | +33.5% | -58.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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