-28.1%
MARA vs STRL
+337.2%
-365.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +15.0% | -10.4% | -2.6% |
| 7D | +3.3% | -13.3% | +16.6% | +9.1% |
| 30D | -31.2% | -43.3% | +12.1% | -10.8% |
| 3M | -34.2% | -46.9% | +12.7% | -12.6% |
| 6M | -48.7% | -65.6% | +16.9% | -18.5% |
| YTD | -26.1% | -5.1% | -21.0% | -37.5% |
| 1Y | -58.2% | -23.1% | -35.1% | -60.2% |
| 3Y | -28.1% | +346.8% | -374.9% | -80.8% |
| All | -28.1% | +337.2% | -365.2% | -80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling