-91.6%
MARA vs VST
+561.4%
-653.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.6% | -2.6% | +2.6% |
| 7D | -6.2% | -9.8% | +3.6% | -1.2% |
| 30D | -38.7% | -25.1% | -13.6% | -29.1% |
| 3M | -40.4% | -11.6% | -28.8% | -37.1% |
| 6M | -51.3% | -20.9% | -30.3% | -45.5% |
| YTD | -29.3% | -22.3% | -7.0% | -21.5% |
| 1Y | -60.2% | -32.0% | -28.2% | -52.9% |
| 3Y | -31.3% | +262.4% | -293.7% | -79.4% |
| All | -91.6% | +561.4% | -653.0% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling