+3.7%
MARA vs STT
+207.6%
-203.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +6.0% | +0.5% | +5.5% | +5.6% |
| 30D | +0.6% | +3.9% | -3.2% | -4.2% |
| 3M | -18.5% | +20.0% | -38.5% | -34.3% |
| 6M | +21.7% | +55.3% | -33.6% | -28.7% |
| YTD | +25.9% | +53.3% | -27.4% | -25.6% |
| 1Y | -25.1% | +74.7% | -99.8% | -62.3% |
| All | +3.7% | +207.6% | -203.9% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling