-58.5%
FIG vs MARA
-24.5%
-34.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.8% | 0.0% | +4.3% |
| 7D | -3.8% | +5.9% | -9.7% | -4.4% |
| 30D | -2.3% | +24.3% | -26.6% | -4.7% |
| 3M | +20.0% | -12.0% | +31.9% | +21.2% |
| 6M | -16.7% | +40.1% | -56.8% | -24.6% |
| YTD | -37.9% | +33.4% | -71.3% | -44.7% |
| 1Y | -58.5% | -23.7% | -34.8% | -53.8% |
| All | -58.5% | -24.5% | -34.1% | -53.8% |
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