-69.6%
MARA vs FDS
-20.8%
-48.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +6.8% |
| 7D | +15.6% | -5.4% | +21.0% | +19.0% |
| 30D | +17.2% | +1.6% | +15.7% | +15.8% |
| 3M | -14.2% | +17.7% | -31.9% | -25.4% |
| 6M | +47.7% | +29.1% | +18.6% | +15.4% |
| YTD | +31.7% | +1.0% | +30.8% | +25.8% |
| 1Y | -22.2% | -21.6% | -0.5% | -7.1% |
| 3Y | +8.4% | -30.1% | +38.5% | +39.1% |
| All | -69.6% | -20.8% | -48.8% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling