+5,022.5%
STX vs MARA
-78.7%
+5,101.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.4% |
| 7D | +2.4% | +6.0% | -3.6% | +2.1% |
| 30D | +1.4% | +0.6% | +0.8% | +1.3% |
| 3M | -8.2% | -18.5% | +10.3% | -7.8% |
| 6M | +127.0% | +21.7% | +105.3% | +125.3% |
| YTD | +209.1% | +25.9% | +183.2% | +205.9% |
| 1Y | +365.4% | -25.1% | +390.6% | +366.4% |
| 3Y | +1,135.4% | -5.7% | +1,141.1% | +1,106.3% |
| 5Y | +991.5% | -73.9% | +1,065.5% | +963.7% |
| 10Y | +3,695.8% | -75.6% | +3,771.4% | +3,304.3% |
| All | +5,022.5% | -78.7% | +5,101.2% | +4,397.6% |
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