-71.3%
MARA vs VST
+761.6%
-832.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.3% |
| 7D | +6.0% | +8.9% | -2.9% | +1.5% |
| 30D | +0.6% | +6.2% | -5.6% | -2.5% |
| 3M | -18.5% | -2.7% | -15.8% | -17.1% |
| 6M | +21.7% | -8.4% | +30.1% | +26.7% |
| YTD | +25.9% | -7.2% | +33.1% | +28.7% |
| 1Y | -25.1% | -20.9% | -4.3% | -18.1% |
| 3Y | -5.7% | +384.0% | -389.7% | -74.5% |
| All | -71.3% | +761.6% | -832.9% | -94.3% |
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