+1,972.8%
STX vs MARA
-81.0%
+2,053.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | +14.6% | +10.1% | +4.5% | +14.0% |
| 30D | -26.0% | -15.1% | -10.9% | -25.3% |
| 3M | -42.6% | -24.1% | -18.5% | -41.9% |
| 6M | -35.3% | -45.2% | +9.9% | -33.4% |
| YTD | +92.5% | -22.2% | +114.6% | +94.1% |
| 1Y | +102.4% | -45.3% | +147.7% | +107.0% |
| 3Y | +673.8% | -23.9% | +697.7% | +659.0% |
| 5Y | +463.1% | -90.8% | +553.8% | +461.5% |
| All | +1,972.8% | -81.0% | +2,053.8% | +1,812.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling