-82.2%
MARA vs VST
+1,139.0%
-1,221.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.4% |
| 7D | +10.1% | +6.6% | +3.5% | +6.5% |
| 30D | -15.1% | -12.4% | -2.7% | -9.5% |
| 3M | -24.1% | -9.0% | -15.1% | -21.2% |
| 6M | -45.2% | -6.4% | -38.7% | -43.6% |
| YTD | -22.2% | -17.2% | -5.0% | -16.5% |
| 1Y | -45.3% | -22.0% | -23.3% | -39.8% |
| 3Y | -23.9% | +296.7% | -320.5% | -70.0% |
| 5Y | -90.8% | +637.6% | -728.4% | -97.4% |
| All | -82.2% | +1,139.0% | -1,221.2% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling