-93.6%
MARA vs STRL
+3,091.7%
-3,185.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.9% | -0.6% | +2.3% |
| 7D | +11.5% | +7.1% | +4.4% | +8.5% |
| 30D | -18.9% | -39.4% | +20.5% | -1.3% |
| 3M | -20.9% | -43.0% | +22.1% | -1.8% |
| 6M | -42.8% | -65.0% | +22.2% | -15.0% |
| YTD | -14.7% | -0.8% | -13.9% | -22.6% |
| 1Y | -47.6% | -20.3% | -27.3% | -48.2% |
| 3Y | -20.3% | +356.5% | -376.8% | -62.1% |
| 5Y | -89.2% | +952.8% | -1,042.0% | -96.2% |
| 10Y | -79.2% | +3,877.1% | -3,956.3% | -95.1% |
| All | -93.6% | +3,091.7% | -3,185.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling