-82.2%
MARA vs STT
+198.3%
-280.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +10.1% | +4.8% | +5.3% | +5.7% |
| 30D | -15.1% | +3.9% | -19.0% | -17.3% |
| 3M | -24.1% | -8.2% | -15.9% | -17.4% |
| 6M | -45.2% | +15.6% | -60.8% | -51.2% |
| YTD | -22.2% | +37.6% | -59.8% | -41.0% |
| 1Y | -45.3% | +50.1% | -95.4% | -61.7% |
| 3Y | -23.9% | +183.1% | -206.9% | -68.2% |
| 5Y | -90.8% | +104.8% | -195.6% | -94.9% |
| All | -82.2% | +198.3% | -280.4% | -93.4% |
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