-60.2%
MARA vs OUST
+32.6%
-92.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +14.0% | -6.0% | +2.7% |
| 7D | -6.2% | +17.0% | -23.2% | -11.9% |
| 30D | -38.7% | -16.5% | -22.2% | -34.9% |
| 3M | -40.4% | -23.7% | -16.7% | -35.4% |
| 6M | -51.3% | +18.4% | -69.6% | -60.8% |
| YTD | -29.3% | +60.8% | -90.1% | -58.2% |
| 1Y | -60.2% | +44.2% | -104.4% | -75.0% |
| All | -60.2% | +32.6% | -92.8% | -75.0% |
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