-23.7%
MARA vs STZ
-11.8%
-11.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +4.7% |
| 7D | +5.9% | -4.5% | +10.4% | +5.6% |
| 30D | +24.3% | -8.6% | +32.9% | +23.3% |
| 3M | -12.0% | -13.8% | +1.8% | -12.2% |
| 6M | +40.1% | -17.2% | +57.3% | +40.5% |
| YTD | +33.4% | -9.4% | +42.8% | +21.3% |
| 1Y | -23.7% | -11.9% | -11.9% | -27.4% |
| All | -23.7% | -11.8% | -11.9% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling