-82.1%
MARA vs VST
+1,219.3%
-1,301.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.3% | -2.7% | +1.0% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | -31.2% | -17.1% | -14.1% | -24.6% |
| 3M | -34.2% | -4.6% | -29.6% | -33.2% |
| 6M | -48.7% | -9.1% | -39.6% | -46.5% |
| YTD | -26.1% | -16.6% | -9.4% | -20.9% |
| 1Y | -58.2% | -29.5% | -28.7% | -51.5% |
| 3Y | -28.1% | +297.5% | -325.6% | -71.5% |
| 5Y | -91.3% | +654.5% | -745.8% | -97.5% |
| 10Y | -82.1% | +1,205.2% | -1,287.3% | -95.7% |
| All | -82.1% | +1,219.3% | -1,301.4% | -95.7% |
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