+703.2%
MSTR vs MARA
-85.6%
+788.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.5% |
| 7D | -14.2% | +11.5% | -25.7% | -15.5% |
| 30D | -19.9% | -18.9% | -1.0% | -17.8% |
| 3M | +27.3% | -20.9% | +48.2% | +31.5% |
| 6M | -37.6% | -42.8% | +5.2% | -33.2% |
| YTD | -19.5% | -14.7% | -4.8% | -17.8% |
| 1Y | -47.1% | -47.6% | +0.5% | -42.6% |
| 3Y | +140.3% | -20.3% | +160.6% | +153.9% |
| 5Y | +49.5% | -89.2% | +138.7% | +77.3% |
| 10Y | +521.9% | -79.2% | +601.0% | +555.2% |
| All | +703.2% | -85.6% | +788.8% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling