-93.6%
MARA vs STLA
+162.0%
-255.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.9% |
| 7D | +11.5% | -11.6% | +23.1% | +17.7% |
| 30D | -18.9% | -6.2% | -12.7% | -17.2% |
| 3M | -20.9% | -24.6% | +3.7% | -11.9% |
| 6M | -42.8% | -44.9% | +2.1% | -27.0% |
| YTD | -14.7% | -62.3% | +47.6% | +23.4% |
| 1Y | -47.6% | -61.8% | +14.2% | -24.9% |
| 3Y | -20.3% | -75.3% | +55.0% | +38.1% |
| 5Y | -89.2% | -72.5% | -16.6% | -81.9% |
| 10Y | -79.2% | +0.8% | -79.9% | -71.5% |
| All | -93.6% | +162.0% | -255.6% | -87.3% |
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