+423.6%
MARA vs OUST
-62.4%
+486.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.2% |
| 7D | +6.0% | +5.2% | +0.8% | +3.9% |
| 30D | +0.6% | -19.3% | +19.9% | +9.0% |
| 3M | -18.5% | -22.6% | +4.1% | -15.9% |
| 6M | +21.7% | +62.8% | -41.0% | -13.5% |
| YTD | +25.9% | +68.3% | -42.4% | -12.0% |
| 1Y | -25.1% | +28.5% | -53.7% | -42.7% |
| 3Y | -5.7% | +554.0% | -559.8% | -74.5% |
| 5Y | -73.9% | -56.2% | -17.7% | -80.3% |
| All | +423.6% | -62.4% | +486.1% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling