+120.4%
MSTR vs MARA
-73.6%
+193.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.1% |
| 7D | +12.2% | +6.0% | +6.2% | +9.0% |
| 30D | +45.2% | +0.6% | +44.5% | +44.6% |
| 3M | +10.4% | -18.5% | +28.9% | +18.8% |
| 6M | -2.5% | +21.7% | -24.2% | -19.3% |
| YTD | -6.0% | +25.9% | -32.0% | -23.4% |
| 1Y | -56.4% | -25.1% | -31.3% | -53.1% |
| 3Y | +306.3% | -5.7% | +312.0% | +209.8% |
| All | +120.4% | -73.6% | +193.9% | +107.5% |
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