-82.1%
MARA vs FAST
+606.6%
-688.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +2.2% |
| 7D | +3.3% | +3.8% | -0.6% | +0.3% |
| 30D | -31.2% | +8.1% | -39.3% | -35.6% |
| 3M | -34.2% | +5.8% | -40.0% | -37.4% |
| 6M | -48.7% | +24.9% | -73.5% | -58.1% |
| YTD | -26.1% | +38.9% | -65.0% | -45.5% |
| 1Y | -58.2% | +36.5% | -94.6% | -68.7% |
| 3Y | -28.1% | +98.1% | -126.2% | -60.3% |
| 5Y | -91.3% | +109.3% | -200.6% | -95.3% |
| 10Y | -82.1% | +547.9% | -630.0% | -92.6% |
| All | -82.1% | +606.6% | -688.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling