-87.4%
MARA vs STZ
-29.4%
-58.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | +10.1% | +2.6% | +7.5% | +8.8% |
| 30D | -15.1% | +15.2% | -30.3% | -21.8% |
| 3M | -24.1% | +7.6% | -31.7% | -28.2% |
| 6M | -45.2% | +5.3% | -50.4% | -48.1% |
| YTD | -22.2% | +8.6% | -30.8% | -31.4% |
| 1Y | -45.3% | +15.6% | -60.9% | -54.5% |
| 3Y | -23.9% | -35.2% | +11.3% | -3.5% |
| All | -87.4% | -29.4% | -58.0% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling