-80.9%
FIG vs MARA
-27.4%
-53.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.0% | -3.3% |
| 7D | -14.5% | +13.8% | -28.3% | -15.9% |
| 30D | -13.3% | +24.7% | -38.0% | -15.9% |
| 3M | +7.4% | -10.4% | +17.9% | +8.0% |
| 6M | -27.8% | +37.6% | -65.4% | -35.3% |
| YTD | -41.1% | +32.7% | -73.8% | -48.3% |
| 1Y | -58.7% | -25.2% | -33.5% | -56.5% |
| All | -80.9% | -27.4% | -53.5% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling