+173.4%
F vs MARA
-78.7%
+252.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +5.3% | +6.0% | -0.7% | +5.1% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | -3.7% | -18.5% | +14.9% | -3.4% |
| 6M | +16.8% | +21.7% | -4.9% | +15.5% |
| YTD | +15.3% | +25.9% | -10.7% | +13.6% |
| 1Y | +31.0% | -25.1% | +56.2% | +30.9% |
| 3Y | +45.4% | -5.7% | +51.2% | +41.4% |
| 5Y | +54.7% | -73.9% | +128.6% | +49.9% |
| 10Y | +98.2% | -75.6% | +173.9% | +76.2% |
| All | +173.4% | -78.7% | +252.0% | +140.6% |
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