+25.3%
F vs MARA
-22.2%
+47.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.6% | -8.8% | -4.6% |
| 7D | +1.2% | +15.6% | -14.5% | -0.1% |
| 30D | +1.2% | +17.2% | -16.0% | -0.4% |
| 3M | -5.7% | -14.2% | +8.5% | -4.6% |
| 6M | +17.9% | +47.7% | -29.7% | +13.1% |
| YTD | +10.4% | +31.7% | -21.3% | +6.7% |
| 1Y | +25.3% | -22.2% | +47.5% | +28.5% |
| All | +25.3% | -22.2% | +47.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling