-58.7%
MARA vs VST
-35.7%
-23.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.8% | +9.8% | +3.9% |
| 7D | -6.5% | -15.7% | +9.2% | +2.8% |
| 30D | -38.5% | -17.0% | -21.5% | -32.3% |
| 3M | -41.5% | -15.9% | -25.7% | -36.4% |
| 6M | -41.9% | -25.0% | -16.9% | -32.7% |
| YTD | -23.5% | -25.1% | +1.6% | -14.7% |
| 1Y | -58.7% | -34.9% | -23.8% | -47.4% |
| All | -58.7% | -35.7% | -23.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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