-79.2%
MARA vs STT
+203.9%
-283.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.0% |
| 7D | +11.5% | +0.4% | +11.1% | +11.7% |
| 30D | -18.9% | -0.4% | -18.4% | -17.7% |
| 3M | -20.9% | -6.5% | -14.4% | -15.3% |
| 6M | -42.8% | +17.2% | -60.0% | -49.7% |
| YTD | -14.7% | +38.2% | -52.9% | -35.6% |
| 1Y | -47.6% | +49.3% | -96.9% | -63.1% |
| 3Y | -20.3% | +181.9% | -202.2% | -66.6% |
| 5Y | -89.2% | +106.9% | -196.1% | -94.0% |
| 10Y | -79.2% | +203.1% | -282.3% | -92.7% |
| All | -79.2% | +203.9% | -283.1% | -92.7% |
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