+46.2%
MSTR vs MARA
-91.9%
+138.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -5.3% |
| 7D | -4.0% | +3.3% | -7.2% | -6.9% |
| 30D | -18.6% | -31.2% | +12.6% | +0.3% |
| 3M | +25.6% | -34.2% | +59.8% | +58.8% |
| 6M | -33.1% | -48.7% | +15.6% | -6.8% |
| YTD | -17.3% | -26.1% | +8.7% | -9.4% |
| 1Y | -48.1% | -58.2% | +10.1% | -20.7% |
| 3Y | +154.2% | -28.1% | +182.3% | +128.5% |
| 5Y | +46.2% | -91.3% | +137.5% | +133.2% |
| All | +46.2% | -91.9% | +138.1% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling