-94.0%
MARA vs FDS
+277.3%
-371.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.4% |
| 7D | +22.4% | -2.6% | +25.0% | +24.4% |
| 30D | -21.0% | +14.1% | -35.0% | -29.1% |
| 3M | -25.3% | +19.8% | -45.1% | -36.7% |
| 6M | -43.4% | +55.0% | -98.4% | -63.8% |
| YTD | -19.8% | +15.9% | -35.7% | -36.8% |
| 1Y | -50.0% | +24.2% | -74.2% | -63.5% |
| 3Y | -25.1% | -24.0% | -1.0% | -18.0% |
| 5Y | -90.5% | -23.3% | -67.2% | -89.3% |
| 10Y | -80.4% | +128.0% | -208.5% | -91.6% |
| All | -94.0% | +277.3% | -371.3% | -98.9% |
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