-58.7%
MARA vs OUST
+11.1%
-69.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.7% | -19.8% | -9.7% |
| 7D | -6.5% | -0.2% | -6.3% | -7.0% |
| 30D | -38.5% | -24.0% | -14.5% | -32.6% |
| 3M | -41.5% | -29.9% | -11.6% | -34.8% |
| 6M | -41.9% | +19.1% | -61.1% | -53.8% |
| YTD | -23.5% | +55.0% | -78.5% | -53.4% |
| 1Y | -58.7% | +21.2% | -79.8% | -70.3% |
| All | -58.7% | +11.1% | -69.7% | -70.3% |
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