-25.1%
MARA vs VST
-20.6%
-4.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.5% |
| 7D | +6.0% | +8.9% | -2.9% | +0.9% |
| 30D | +0.6% | +6.2% | -5.6% | -2.9% |
| 3M | -18.5% | -2.7% | -15.8% | -17.2% |
| 6M | +21.7% | -8.4% | +30.1% | +26.2% |
| YTD | +25.9% | -7.2% | +33.1% | +27.2% |
| 1Y | -25.1% | -20.9% | -4.3% | -15.4% |
| All | -25.1% | -20.6% | -4.6% | -15.4% |
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