-82.2%
MARA vs STZ
+13.4%
-95.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +10.1% | +2.6% | +7.5% | +8.9% |
| 30D | -15.1% | +15.2% | -30.3% | -21.2% |
| 3M | -24.1% | +7.6% | -31.7% | -28.1% |
| 6M | -45.2% | +5.3% | -50.4% | -48.0% |
| YTD | -22.2% | +8.6% | -30.8% | -29.2% |
| 1Y | -45.3% | +15.6% | -60.9% | -52.1% |
| 3Y | -23.9% | -35.2% | +11.3% | -10.6% |
| 5Y | -90.8% | -29.1% | -61.7% | -89.3% |
| All | -82.2% | +13.4% | -95.6% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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