-66.3%
MARA vs FERG
+67.5%
-133.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.1% |
| 7D | +5.9% | -2.6% | +8.5% | +8.7% |
| 30D | +24.3% | -8.9% | +33.2% | +35.9% |
| 3M | -12.0% | -2.0% | -9.9% | -12.3% |
| 6M | +40.1% | -3.2% | +43.3% | +38.9% |
| YTD | +33.4% | +1.5% | +31.9% | +26.2% |
| 1Y | -23.7% | +0.5% | -24.2% | -27.5% |
| 3Y | +19.0% | +50.4% | -31.4% | -32.4% |
| All | -66.3% | +67.5% | -133.9% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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