-80.8%
FIG vs MARA
-30.4%
-50.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | -12.2% | -1.5% | -10.7% | -12.1% |
| 30D | -11.0% | +18.1% | -29.1% | -13.0% |
| 3M | +11.9% | -9.4% | +21.3% | +11.7% |
| 6M | -21.9% | +33.4% | -55.3% | -29.9% |
| YTD | -40.8% | +27.3% | -68.0% | -47.7% |
| 1Y | -56.6% | -27.9% | -28.7% | -54.3% |
| All | -80.8% | -30.4% | -50.4% | -79.6% |
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