-82.2%
MARA vs STRL
+3,697.3%
-3,779.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -1.4% |
| 7D | +10.1% | +15.7% | -5.6% | +1.9% |
| 30D | -15.1% | -35.5% | +20.4% | +4.3% |
| 3M | -24.1% | -47.1% | +23.0% | +2.4% |
| 6M | -45.2% | -65.8% | +20.6% | -10.5% |
| YTD | -22.2% | -4.5% | -17.6% | -32.5% |
| 1Y | -45.3% | -10.5% | -34.8% | -51.2% |
| 3Y | -23.9% | +340.6% | -364.5% | -73.4% |
| 5Y | -90.8% | +911.0% | -1,001.8% | -98.0% |
| All | -82.2% | +3,697.3% | -3,779.4% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling