+18.4%
MARA vs STLA
-66.8%
+85.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.5% |
| 7D | +13.8% | +0.4% | +13.5% | +13.7% |
| 30D | +24.7% | -5.2% | +29.9% | +26.8% |
| 3M | -10.4% | -24.9% | +14.4% | -0.5% |
| 6M | +37.6% | -25.2% | +62.8% | +52.0% |
| YTD | +32.7% | -51.4% | +84.2% | +73.3% |
| 1Y | -25.2% | -40.7% | +15.5% | -15.4% |
| All | +18.4% | -66.8% | +85.2% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling