+3,476.8%
STX vs MARA
-75.5%
+3,552.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.5% |
| 7D | +8.0% | -1.5% | +9.4% | +8.1% |
| 30D | +5.1% | +18.1% | -13.0% | +4.1% |
| 3M | +5.8% | -9.4% | +15.2% | +6.0% |
| 6M | +124.9% | +33.4% | +91.6% | +121.5% |
| YTD | +213.9% | +27.3% | +186.6% | +208.8% |
| 1Y | +350.4% | -27.9% | +378.3% | +352.4% |
| 3Y | +1,314.2% | +4.8% | +1,309.4% | +1,258.2% |
| 5Y | +1,092.8% | -68.0% | +1,160.8% | +1,038.7% |
| All | +3,476.8% | -75.5% | +3,552.3% | +3,316.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling