+17.5%
MARA vs STRL
+535.2%
-517.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.2% | +1.4% | +3.1% |
| 7D | +15.6% | +10.1% | +5.5% | +10.5% |
| 30D | +17.2% | -8.2% | +25.4% | +21.6% |
| 3M | -14.2% | -43.7% | +29.5% | +9.5% |
| 6M | +47.7% | +27.1% | +20.6% | +14.9% |
| YTD | +31.7% | +64.0% | -32.3% | -11.7% |
| 1Y | -22.2% | +75.2% | -97.3% | -50.5% |
| All | +17.5% | +535.2% | -517.7% | -69.9% |
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