-58.7%
MARA vs FDS
+31.1%
-89.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -6.9% | -3.7% |
| 7D | -6.5% | +9.4% | -16.0% | -5.7% |
| 30D | -38.5% | +23.8% | -62.3% | -37.4% |
| 3M | -41.5% | +25.1% | -66.7% | -40.1% |
| 6M | -41.9% | +53.8% | -95.7% | -41.5% |
| YTD | -23.5% | +19.6% | -43.1% | -25.8% |
| 1Y | -58.7% | +31.6% | -90.3% | -57.1% |
| All | -58.7% | +31.1% | -89.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling