-5.7%
MARA vs FAST
+86.1%
-91.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.1% |
| 7D | +6.0% | -0.4% | +6.4% | +6.4% |
| 30D | +0.6% | -0.8% | +1.4% | +0.9% |
| 3M | -18.5% | +5.8% | -24.3% | -23.2% |
| 6M | +21.7% | +8.0% | +13.8% | +10.7% |
| YTD | +25.9% | +25.6% | +0.3% | -1.6% |
| 1Y | -25.1% | +0.8% | -26.0% | -27.6% |
| All | -5.7% | +86.1% | -91.9% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling