-89.2%
MARA vs STLA
-72.6%
-16.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +6.5% |
| 7D | +11.5% | -11.6% | +23.1% | +20.3% |
| 30D | -18.9% | -6.2% | -12.7% | -16.7% |
| 3M | -20.9% | -24.6% | +3.7% | -8.1% |
| 6M | -42.8% | -44.9% | +2.1% | -18.9% |
| YTD | -14.7% | -62.3% | +47.6% | +47.1% |
| 1Y | -47.6% | -61.8% | +14.2% | -11.4% |
| 3Y | -20.3% | -75.3% | +55.0% | +87.6% |
| 5Y | -89.2% | -72.5% | -16.6% | -83.0% |
| All | -89.2% | -72.6% | -16.6% | -83.0% |
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 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