-59.6%
MSTR vs MARA
-22.6%
-37.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.2% |
| 7D | +7.7% | +13.8% | -6.1% | +0.1% |
| 30D | +36.3% | +24.7% | +11.7% | +20.3% |
| 3M | +13.4% | -10.4% | +23.8% | +15.6% |
| 6M | -4.5% | +37.6% | -42.1% | -28.9% |
| YTD | -12.7% | +32.7% | -45.4% | -34.9% |
| 1Y | -59.6% | -25.2% | -34.4% | -60.9% |
| All | -59.6% | -22.6% | -37.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling