+239.8%
MARA vs OUST
-60.6%
+300.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.9% |
| 7D | +2.5% | +31.9% | -29.4% | -9.3% |
| 30D | -23.9% | -4.2% | -19.7% | -23.2% |
| 3M | -23.2% | -9.3% | -13.9% | -22.0% |
| 6M | -43.3% | +51.7% | -94.9% | -58.2% |
| YTD | -18.3% | +76.6% | -94.9% | -44.9% |
| 1Y | -52.9% | +48.9% | -101.8% | -65.8% |
| 3Y | -23.6% | +675.3% | -698.9% | -80.7% |
| 5Y | -88.7% | -44.0% | -44.6% | -92.2% |
| All | +239.8% | -60.6% | +300.4% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling