-25.2%
MARA vs FAST
+4.1%
-29.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +13.8% | +1.8% | +12.1% | +13.6% |
| 30D | +24.7% | -6.4% | +31.1% | +25.2% |
| 3M | -10.4% | +5.3% | -15.8% | -11.4% |
| 6M | +37.6% | +5.4% | +32.3% | +33.6% |
| YTD | +32.7% | +23.6% | +9.2% | +26.6% |
| 1Y | -25.2% | +4.1% | -29.2% | -33.6% |
| All | -25.2% | +4.1% | -29.3% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling