-43.4%
MARA vs FDS
+52.2%
-95.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -6.4% |
| 7D | +22.4% | -2.6% | +25.0% | +21.4% |
| 30D | -21.0% | +14.1% | -35.0% | -17.4% |
| 3M | -25.3% | +19.8% | -45.1% | -19.6% |
| 6M | -43.4% | +55.0% | -98.4% | -36.4% |
| All | -43.4% | +52.2% | -95.6% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling