-75.3%
MARA vs FFIV
+238.2%
-313.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -2.6% |
| 7D | -1.5% | +1.6% | -3.1% | -3.1% |
| 30D | +18.1% | -3.7% | +21.8% | +21.7% |
| 3M | -9.4% | +2.0% | -11.4% | -12.3% |
| 6M | +33.4% | +39.3% | -5.9% | -7.0% |
| YTD | +27.3% | +56.1% | -28.8% | -21.8% |
| 1Y | -27.9% | +22.0% | -49.9% | -43.5% |
| 3Y | +4.8% | +148.2% | -143.4% | -61.2% |
| 5Y | -68.0% | +96.3% | -164.4% | -83.8% |
| All | -75.3% | +238.2% | -313.4% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling