-90.5%
MARA vs STRL
+5,010.2%
-5,100.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -4.8% |
| 7D | +6.0% | +3.4% | +2.6% | +4.5% |
| 30D | +0.6% | -9.2% | +9.9% | +4.3% |
| 3M | -18.5% | -51.0% | +32.5% | +7.3% |
| 6M | +21.7% | +15.8% | +6.0% | +5.0% |
| YTD | +25.9% | +58.9% | -32.9% | -4.8% |
| 1Y | -25.1% | +68.5% | -93.7% | -45.2% |
| 3Y | -5.7% | +485.2% | -491.0% | -59.8% |
| 5Y | -73.9% | +2,005.1% | -2,079.1% | -93.0% |
| 10Y | -75.6% | +7,118.0% | -7,193.6% | -95.3% |
| All | -90.5% | +5,010.2% | -5,100.7% | -97.7% |
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