-23.9%
MARA vs FDS
-23.3%
-0.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | +10.1% | +1.5% | +8.6% | +9.9% |
| 30D | -15.1% | +14.8% | -29.9% | -16.9% |
| 3M | -24.1% | +16.3% | -40.4% | -25.9% |
| 6M | -45.2% | +66.2% | -111.4% | -52.8% |
| YTD | -22.2% | +16.2% | -38.4% | -23.4% |
| 1Y | -45.3% | +21.8% | -67.1% | -47.6% |
| 3Y | -23.9% | -23.9% | 0.0% | -1.7% |
| All | -23.9% | -23.3% | -0.6% | -1.7% |
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