-36.4%
MARA vs VST
+229.5%
-265.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.2% | -8.3% | -11.8% |
| 7D | -18.0% | -19.9% | +1.9% | -9.9% |
| 30D | -46.4% | -29.7% | -16.7% | -37.9% |
| 3M | -47.7% | -19.6% | -28.1% | -43.0% |
| 6M | -51.6% | -29.4% | -22.2% | -44.3% |
| YTD | -34.5% | -29.7% | -4.8% | -25.3% |
| 1Y | -65.7% | -40.0% | -25.6% | -58.4% |
| All | -36.4% | +229.5% | -265.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling