+447.7%
MARA vs OUST
-61.4%
+509.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.9% | +1.7% | +3.4% |
| 7D | +15.6% | +12.7% | +2.9% | +10.2% |
| 30D | +17.2% | -13.6% | +30.9% | +23.6% |
| 3M | -14.2% | -8.3% | -5.9% | -17.5% |
| 6M | +47.7% | +85.0% | -37.3% | -0.8% |
| YTD | +31.7% | +73.2% | -41.5% | -9.0% |
| 1Y | -22.2% | +32.5% | -54.6% | -41.1% |
| 3Y | +8.4% | +643.8% | -635.4% | -72.3% |
| 5Y | -68.3% | -52.1% | -16.2% | -76.7% |
| All | +447.7% | -61.4% | +509.0% | +272.2% |
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