-23.7%
MARA vs STLA
-40.1%
+16.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.7% |
| 7D | +5.9% | -2.9% | +8.8% | +6.0% |
| 30D | +24.3% | +0.9% | +23.3% | +23.9% |
| 3M | -12.0% | -21.6% | +9.6% | -11.1% |
| 6M | +40.1% | -21.6% | +61.7% | +42.0% |
| YTD | +33.4% | -50.4% | +83.8% | +43.4% |
| 1Y | -23.7% | -43.6% | +19.8% | -23.8% |
| All | -23.7% | -40.1% | +16.4% | -23.8% |
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