-23.9%
MARA vs FAST
+97.8%
-121.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.5% |
| 7D | +10.1% | +4.2% | +5.9% | +7.0% |
| 30D | -15.1% | +6.7% | -21.7% | -19.1% |
| 3M | -24.1% | +8.0% | -32.1% | -28.5% |
| 6M | -45.2% | +27.4% | -72.6% | -55.6% |
| YTD | -22.2% | +40.5% | -62.7% | -44.1% |
| 1Y | -45.3% | +38.4% | -83.7% | -60.2% |
| 3Y | -23.9% | +98.7% | -122.5% | -39.3% |
| All | -23.9% | +97.8% | -121.6% | -39.3% |
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