-73.3%
MARA vs VST
+1,175.7%
-1,249.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -4.2% |
| 7D | +6.0% | +8.9% | -2.9% | +1.6% |
| 30D | +0.6% | +6.2% | -5.6% | -2.4% |
| 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% | +28.8% |
| 1Y | -25.1% | -20.9% | -4.3% | -18.1% |
| 3Y | -5.7% | +384.0% | -389.7% | -66.3% |
| 5Y | -73.9% | +757.1% | -831.0% | -93.0% |
| All | -73.3% | +1,175.7% | -1,249.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling