-51.3%
MARA vs FAST
+19.5%
-70.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.8% | +8.1% |
| 7D | -6.2% | +2.1% | -8.3% | -5.2% |
| 30D | -38.7% | +6.9% | -45.6% | -36.7% |
| 3M | -40.4% | +4.8% | -45.2% | -39.4% |
| 6M | -51.3% | +19.8% | -71.0% | -46.1% |
| All | -51.3% | +19.5% | -70.8% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling