-94.2%
MARA vs FDS
+278.4%
-372.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | +10.1% | +1.5% | +8.6% | +9.0% |
| 30D | -15.1% | +14.8% | -29.9% | -24.2% |
| 3M | -24.1% | +16.3% | -40.4% | -34.1% |
| 6M | -45.2% | +66.2% | -111.4% | -66.8% |
| YTD | -22.2% | +16.2% | -38.4% | -38.7% |
| 1Y | -45.3% | +21.8% | -67.1% | -59.2% |
| 3Y | -23.9% | -23.9% | 0.0% | -16.7% |
| 5Y | -90.8% | -23.1% | -67.7% | -89.6% |
| 10Y | -81.0% | +128.7% | -209.7% | -91.8% |
| All | -94.2% | +278.4% | -372.6% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling