-23.6%
MARA vs OUST
+729.1%
-752.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.9% |
| 7D | +2.5% | +31.9% | -29.4% | -8.2% |
| 30D | -23.9% | -4.2% | -19.7% | -23.3% |
| 3M | -23.2% | -9.3% | -13.9% | -22.1% |
| 6M | -43.3% | +51.7% | -94.9% | -56.9% |
| YTD | -18.3% | +76.6% | -94.9% | -43.0% |
| 1Y | -52.9% | +48.9% | -101.8% | -64.9% |
| 3Y | -23.6% | +675.3% | -698.9% | -78.7% |
| All | -23.6% | +729.1% | -752.7% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling