-83.2%
FIG vs MARA
-57.4%
-25.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.2% |
| 7D | +3.4% | +10.1% | -6.7% | +2.0% |
| 30D | -9.5% | -15.1% | +5.6% | -7.9% |
| 3M | -26.2% | -24.1% | -2.1% | -24.6% |
| 6M | +2.7% | -45.2% | +47.9% | +7.6% |
| YTD | -48.0% | -22.2% | -25.8% | -51.7% |
| 1Y | -52.0% | -45.3% | -6.7% | -49.7% |
| All | -83.2% | -57.4% | -25.7% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling