-93.9%
MARA vs STT
+442.7%
-536.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.4% | +10.1% | +10.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | -23.9% | -1.9% | -22.0% | -22.1% |
| 3M | -23.2% | -7.6% | -15.6% | -17.7% |
| 6M | -43.3% | +16.0% | -59.3% | -48.9% |
| YTD | -18.3% | +36.2% | -54.4% | -35.1% |
| 1Y | -52.9% | +46.8% | -99.7% | -64.7% |
| 3Y | -23.6% | +177.8% | -201.4% | -63.4% |
| 5Y | -88.7% | +105.8% | -194.5% | -93.1% |
| 10Y | -80.3% | +197.6% | -277.9% | -90.7% |
| All | -93.9% | +442.7% | -536.5% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling