-71.3%
MARA vs FAST
+100.5%
-171.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.3% |
| 7D | +6.0% | -0.4% | +6.4% | +6.5% |
| 30D | +0.6% | -0.8% | +1.4% | +1.0% |
| 3M | -18.5% | +5.8% | -24.3% | -25.0% |
| 6M | +21.7% | +8.0% | +13.8% | +7.0% |
| YTD | +25.9% | +25.6% | +0.3% | -8.6% |
| 1Y | -25.1% | +0.8% | -26.0% | -29.9% |
| 3Y | -5.7% | +86.1% | -91.9% | -61.6% |
| All | -71.3% | +100.5% | -171.8% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling