-83.6%
FIG vs MARA
-56.2%
-27.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | +0.5% |
| 7D | +2.6% | +22.4% | -19.8% | -0.2% |
| 30D | -13.1% | -21.0% | +7.9% | -10.9% |
| 3M | -20.3% | -25.3% | +5.0% | -18.5% |
| 6M | -2.1% | -43.4% | +41.3% | +2.1% |
| YTD | -49.4% | -19.8% | -29.5% | -53.2% |
| 1Y | -57.0% | -50.0% | -7.0% | -53.0% |
| All | -83.6% | -56.2% | -27.5% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling