-45.3%
MARA vs STRL
-22.7%
-22.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.1% | -1.7% |
| 7D | +10.1% | +15.7% | -5.6% | +3.7% |
| 30D | -15.1% | -35.5% | +20.4% | -0.7% |
| 3M | -24.1% | -47.1% | +23.0% | -4.8% |
| 6M | -45.2% | -65.8% | +20.6% | -22.4% |
| YTD | -22.2% | -4.5% | -17.6% | -31.5% |
| 1Y | -45.3% | -10.5% | -34.8% | -50.0% |
| All | -45.3% | -22.7% | -22.6% | -50.0% |
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