-81.1%
MARA vs VST
+1,112.0%
-1,193.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.6% | -2.6% | +2.8% |
| 7D | -6.2% | -9.8% | +3.6% | -1.3% |
| 30D | -38.7% | -25.1% | -13.6% | -29.4% |
| 3M | -40.4% | -11.6% | -28.8% | -37.2% |
| 6M | -51.3% | -20.9% | -30.3% | -45.6% |
| YTD | -29.3% | -22.3% | -7.0% | -21.6% |
| 1Y | -60.2% | -32.0% | -28.2% | -53.1% |
| 3Y | -31.3% | +262.4% | -293.7% | -71.4% |
| 5Y | -90.1% | +563.4% | -653.4% | -97.0% |
| All | -81.1% | +1,112.0% | -1,193.1% | -95.1% |
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