+18.4%
MARA vs FDS
-32.7%
+51.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.3% |
| 7D | +13.8% | -8.8% | +22.6% | +15.6% |
| 30D | +24.7% | -1.4% | +26.1% | +24.9% |
| 3M | -10.4% | +13.9% | -24.3% | -14.6% |
| 6M | +37.6% | +27.4% | +10.3% | +24.0% |
| YTD | +32.7% | -2.5% | +35.2% | +34.2% |
| 1Y | -25.2% | -23.8% | -1.4% | -12.2% |
| All | +18.4% | -32.7% | +51.1% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling