-25.1%
MARA vs STRL
+76.3%
-101.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -4.6% |
| 7D | +6.0% | +3.4% | +2.6% | +4.6% |
| 30D | +0.6% | -9.2% | +9.9% | +4.1% |
| 3M | -18.5% | -51.0% | +32.5% | +2.7% |
| 6M | +21.7% | +15.8% | +6.0% | +4.8% |
| YTD | +25.9% | +58.9% | -32.9% | -10.2% |
| 1Y | -25.1% | +68.5% | -93.7% | -42.7% |
| All | -25.1% | +76.3% | -101.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling