+3,190.7%
STX vs MARA
-86.4%
+3,277.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -1.0% |
| 7D | +16.8% | +22.4% | -5.6% | +16.0% |
| 30D | -27.0% | -21.0% | -6.1% | -26.4% |
| 3M | -37.9% | -25.3% | -12.6% | -37.3% |
| 6M | -32.5% | -43.4% | +10.9% | -31.3% |
| YTD | +98.6% | -19.8% | +118.4% | +99.5% |
| 1Y | +93.6% | -50.0% | +143.6% | +97.0% |
| 3Y | +699.1% | -25.1% | +724.1% | +689.2% |
| 5Y | +481.0% | -90.5% | +571.5% | +480.8% |
| 10Y | +2,082.0% | -80.4% | +2,162.5% | +1,882.4% |
| All | +3,190.7% | -86.4% | +3,277.1% | +2,833.0% |
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