-31.3%
MARA vs FAST
+91.8%
-123.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +7.9% |
| 7D | -6.2% | +2.1% | -8.3% | -7.6% |
| 30D | -38.7% | +6.9% | -45.6% | -41.9% |
| 3M | -40.4% | +4.8% | -45.2% | -42.8% |
| 6M | -51.3% | +19.8% | -71.0% | -58.7% |
| YTD | -29.3% | +34.9% | -64.2% | -47.8% |
| 1Y | -60.2% | +32.8% | -93.0% | -70.2% |
| 3Y | -31.3% | +93.7% | -125.0% | -47.7% |
| All | -31.3% | +91.8% | -123.1% | -47.7% |
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