-69.3%
MARA vs STZ
-38.0%
-31.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +13.8% | -6.0% | +19.9% | +17.7% |
| 30D | +24.7% | -8.9% | +33.6% | +30.4% |
| 3M | -10.4% | -12.6% | +2.1% | -4.5% |
| 6M | +37.6% | -17.2% | +54.9% | +50.6% |
| YTD | +32.7% | -10.0% | +42.8% | +31.4% |
| 1Y | -25.2% | -14.3% | -10.9% | -23.5% |
| 3Y | +9.3% | -49.9% | +59.2% | +70.6% |
| 5Y | -69.3% | -38.2% | -31.1% | -59.1% |
| All | -69.3% | -38.0% | -31.4% | -59.1% |
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