-69.3%
MARA vs STLA
-63.2%
-6.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +2.0% |
| 7D | +13.8% | +0.4% | +13.5% | +13.5% |
| 30D | +24.7% | -5.2% | +29.9% | +28.2% |
| 3M | -10.4% | -24.9% | +14.4% | +6.3% |
| 6M | +37.6% | -25.2% | +62.8% | +61.1% |
| YTD | +32.7% | -51.4% | +84.2% | +99.9% |
| 1Y | -25.2% | -40.7% | +15.5% | -8.9% |
| 3Y | +9.3% | -66.3% | +75.5% | +105.3% |
| 5Y | -69.3% | -63.2% | -6.1% | -55.9% |
| All | -69.3% | -63.2% | -6.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling