-90.5%
MARA vs STLA
+254.4%
-344.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +6.0% | +2.6% | +3.4% | +4.9% |
| 30D | +0.6% | -1.2% | +1.9% | +0.9% |
| 3M | -18.5% | -24.8% | +6.2% | -8.1% |
| 6M | +21.7% | -25.6% | +47.3% | +36.7% |
| YTD | +25.9% | -48.9% | +74.9% | +61.7% |
| 1Y | -25.1% | -38.8% | +13.6% | -13.3% |
| 3Y | -5.7% | -64.5% | +58.8% | +40.2% |
| 5Y | -73.9% | -62.4% | -11.5% | -61.4% |
| 10Y | -75.6% | +55.4% | -131.0% | -70.4% |
| All | -90.5% | +254.4% | -344.9% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling