-47.6%
MARA vs OUST
+50.6%
-98.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +11.5% | +14.0% | -2.5% | +6.2% |
| 30D | -18.9% | +2.5% | -21.4% | -20.2% |
| 3M | -20.9% | -15.3% | -5.6% | -17.7% |
| 6M | -42.8% | +42.6% | -85.4% | -57.5% |
| YTD | -14.7% | +76.6% | -91.3% | -51.6% |
| 1Y | -47.6% | +54.1% | -101.7% | -67.6% |
| All | -47.6% | +50.6% | -98.2% | -67.6% |
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