+18.4%
MARA vs STZ
-49.9%
+68.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +13.8% | -6.0% | +19.9% | +15.5% |
| 30D | +24.7% | -8.9% | +33.6% | +27.0% |
| 3M | -10.4% | -12.6% | +2.1% | -7.7% |
| 6M | +37.6% | -17.2% | +54.9% | +43.9% |
| YTD | +32.7% | -10.0% | +42.8% | +30.6% |
| 1Y | -25.2% | -14.3% | -10.9% | -25.0% |
| All | +18.4% | -49.9% | +68.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling