-90.1%
MARA vs FERG
+687.9%
-778.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | +15.6% | +3.4% | +12.3% | +13.6% |
| 30D | +17.2% | -11.5% | +28.8% | +24.3% |
| 3M | -14.2% | +1.3% | -15.4% | -15.5% |
| 6M | +47.7% | -1.0% | +48.7% | +46.5% |
| YTD | +31.7% | +3.2% | +28.5% | +28.6% |
| 1Y | -22.2% | -3.0% | -19.2% | -21.5% |
| 3Y | +8.4% | +55.0% | -46.6% | -10.8% |
| 5Y | -68.3% | +72.6% | -140.9% | -74.8% |
| 10Y | -74.9% | +358.9% | -433.8% | -83.8% |
| All | -90.1% | +687.9% | -778.0% | -93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling