-94.2%
MARA vs STLA
+143.5%
-237.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | +10.1% | -13.8% | +23.8% | +17.3% |
| 30D | -15.1% | -10.5% | -4.5% | -11.6% |
| 3M | -24.1% | -28.9% | +4.8% | -13.2% |
| 6M | -45.2% | -49.7% | +4.6% | -27.1% |
| YTD | -22.2% | -64.9% | +42.8% | +16.4% |
| 1Y | -45.3% | -64.0% | +18.7% | -19.5% |
| 3Y | -23.9% | -77.4% | +53.6% | +37.4% |
| 5Y | -90.8% | -74.4% | -16.4% | -84.1% |
| 10Y | -81.0% | -6.4% | -74.6% | -73.1% |
| All | -94.2% | +143.5% | -237.6% | -88.0% |
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 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