-75.3%
MARA vs FDS
+66.9%
-142.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | -0.3% |
| 7D | -1.5% | -16.0% | +14.5% | +10.0% |
| 30D | +18.1% | -6.7% | +24.8% | +22.6% |
| 3M | -9.4% | +6.0% | -15.4% | -18.1% |
| 6M | +33.4% | +25.1% | +8.3% | +1.8% |
| YTD | +27.3% | -8.1% | +35.4% | +23.2% |
| 1Y | -27.9% | -26.0% | -1.9% | -18.8% |
| 3Y | +4.8% | -36.4% | +41.2% | +32.9% |
| 5Y | -68.0% | -27.7% | -40.3% | -61.9% |
| All | -75.3% | +66.9% | -142.1% | -79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling