-90.5%
MARA vs STZ
+611.8%
-702.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +6.0% | -1.9% | +7.9% | +6.6% |
| 30D | +0.6% | -1.9% | +2.5% | +0.9% |
| 3M | -18.5% | -6.2% | -12.3% | -17.5% |
| 6M | +21.7% | -14.0% | +35.8% | +26.4% |
| YTD | +25.9% | -5.1% | +31.1% | +25.3% |
| 1Y | -25.1% | -9.6% | -15.6% | -24.5% |
| 3Y | -5.7% | -47.2% | +41.5% | +11.1% |
| 5Y | -73.9% | -33.6% | -40.4% | -70.4% |
| 10Y | -75.6% | -9.8% | -65.9% | -73.5% |
| All | -90.5% | +611.8% | -702.4% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling