-73.6%
MARA vs STT
+262.1%
-335.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +13.8% | +1.0% | +12.9% | +13.0% |
| 30D | +24.7% | +2.8% | +21.9% | +21.2% |
| 3M | -10.4% | +18.1% | -28.6% | -22.7% |
| 6M | +37.6% | +59.2% | -21.6% | -9.6% |
| YTD | +32.7% | +51.5% | -18.7% | -8.6% |
| 1Y | -25.2% | +75.7% | -100.8% | -54.5% |
| 3Y | +9.3% | +200.8% | -191.5% | -57.2% |
| 5Y | -69.3% | +155.8% | -225.1% | -85.9% |
| 10Y | -73.6% | +266.4% | -339.9% | -91.7% |
| All | -73.6% | +262.1% | -335.6% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling