-55.8%
FIG vs MARA
-28.1%
-27.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.1% |
| 7D | -16.3% | +6.0% | -22.3% | -16.9% |
| 30D | -14.3% | +0.6% | -14.9% | -14.4% |
| 3M | +7.2% | -18.5% | +25.7% | +9.1% |
| 6M | -18.6% | +21.7% | -40.4% | -24.8% |
| YTD | -35.5% | +25.9% | -61.4% | -42.1% |
| 1Y | -55.8% | -25.1% | -30.6% | -50.7% |
| All | -55.8% | -28.1% | -27.7% | -50.7% |
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