-58.7%
MARA vs STLA
-53.0%
-5.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.8% | -3.9% |
| 7D | -6.5% | -0.6% | -5.9% | -6.5% |
| 30D | -38.5% | +3.6% | -42.1% | -38.6% |
| 3M | -41.5% | -20.6% | -20.9% | -42.6% |
| 6M | -41.9% | -34.3% | -7.6% | -43.2% |
| YTD | -23.5% | -57.3% | +33.8% | -24.5% |
| 1Y | -58.7% | -52.6% | -6.0% | -64.0% |
| All | -58.7% | -53.0% | -5.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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