-51.7%
FIG vs MARA
-60.7%
+9.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.1% | +9.3% | +5.4% |
| 7D | -4.7% | -6.5% | +1.9% | -4.3% |
| 30D | +0.5% | -38.5% | +39.0% | +3.2% |
| 3M | -18.4% | -41.5% | +23.1% | -16.0% |
| 6M | +10.9% | -41.9% | +52.8% | +12.4% |
| YTD | -40.8% | -23.5% | -17.3% | -44.6% |
| 1Y | -51.7% | -58.7% | +7.0% | -45.8% |
| All | -51.7% | -60.7% | +9.0% | -45.8% |
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