-74.9%
MARA vs FAST
+506.4%
-581.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | +15.6% | +1.3% | +14.3% | +14.6% |
| 30D | +17.2% | -4.7% | +22.0% | +21.8% |
| 3M | -14.2% | +7.9% | -22.1% | -20.4% |
| 6M | +47.7% | +7.4% | +40.3% | +35.5% |
| YTD | +31.7% | +25.1% | +6.7% | +6.2% |
| 1Y | -22.2% | +4.7% | -26.9% | -27.9% |
| 3Y | +8.4% | +94.7% | -86.3% | -39.0% |
| 5Y | -68.3% | +106.8% | -175.0% | -82.2% |
| 10Y | -74.9% | +507.7% | -582.5% | -89.5% |
| All | -74.9% | +506.4% | -581.2% | -89.5% |
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