-75.3%
MARA vs STLA
+51.6%
-126.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -1.5% | -3.8% | +2.4% | +0.8% |
| 30D | +18.1% | -3.1% | +21.2% | +19.7% |
| 3M | -9.4% | -19.6% | +10.2% | +2.1% |
| 6M | +33.4% | -23.5% | +56.9% | +53.0% |
| YTD | +27.3% | -51.5% | +78.8% | +85.9% |
| 1Y | -27.9% | -39.7% | +11.7% | -12.6% |
| 3Y | +4.8% | -66.3% | +71.1% | +85.7% |
| 5Y | -68.0% | -63.1% | -4.9% | -45.6% |
| All | -75.3% | +51.6% | -126.9% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling