+3,230.4%
STX vs MARA
-85.6%
+3,316.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.4% | +5.6% | +9.8% |
| 7D | -1.0% | +11.5% | -12.5% | -1.3% |
| 30D | -26.8% | -18.9% | -7.9% | -26.2% |
| 3M | -32.7% | -20.9% | -11.8% | -32.2% |
| 6M | -33.7% | -42.8% | +9.0% | -32.6% |
| YTD | +101.0% | -14.7% | +115.7% | +101.5% |
| 1Y | +92.7% | -47.6% | +140.3% | +95.7% |
| 3Y | +708.7% | -20.3% | +729.0% | +697.1% |
| 5Y | +504.0% | -89.2% | +593.2% | +501.8% |
| 10Y | +2,108.4% | -79.2% | +2,187.5% | +1,902.2% |
| All | +3,230.4% | -85.6% | +3,316.0% | +2,862.3% |
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