-87.4%
MARA vs VST
+633.9%
-721.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | +10.1% | +6.6% | +3.5% | +6.3% |
| 30D | -15.1% | -12.4% | -2.7% | -9.3% |
| 3M | -24.1% | -9.0% | -15.1% | -21.1% |
| 6M | -45.2% | -6.4% | -38.7% | -43.6% |
| YTD | -22.2% | -17.2% | -5.0% | -16.4% |
| 1Y | -45.3% | -22.0% | -23.3% | -39.6% |
| 3Y | -23.9% | +296.7% | -320.5% | -80.2% |
| All | -87.4% | +633.9% | -721.2% | -98.4% |
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