$M(t)=W(t)^{4} -$ $6\int_0^t W(s)^{2} \,ds$ is a martingale where $W(t)$ represents the standard Brownian Motion

Question

I need to prove that

$M(t)=W(t)^{4} -$ $6\int_0^t W(s)^{2} \,ds$ is a martingale where $W(t)$ represents the standard Brownian Motion

I know we need to show $E[M(t)-M(s)|\sigma{(M(\theta), \theta\leq s)}]$=$0$ for s $\leq$ t.

I am stuck with this.