-57.4%
MARA vs OUST
+42.6%
-100.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.8% | -6.3% | +0.5% |
| 7D | +3.3% | +36.7% | -33.4% | -8.6% |
| 30D | -31.2% | -3.3% | -27.9% | -30.9% |
| 3M | -34.2% | -11.1% | -23.1% | -32.8% |
| 6M | -48.7% | +53.1% | -101.7% | -63.4% |
| YTD | -26.1% | +78.2% | -104.3% | -58.4% |
| All | -57.4% | +42.6% | -100.0% | -72.9% |
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