-69.3%
MARA vs FFIV
+100.0%
-169.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | -3.7% |
| 7D | +13.8% | +3.5% | +10.4% | +9.4% |
| 30D | +24.7% | -1.3% | +26.0% | +25.4% |
| 3M | -10.4% | +2.4% | -12.8% | -14.4% |
| 6M | +37.6% | +41.8% | -4.2% | -12.6% |
| YTD | +32.7% | +58.5% | -25.8% | -27.7% |
| 1Y | -25.2% | +24.3% | -49.5% | -45.5% |
| 3Y | +9.3% | +152.0% | -142.8% | -71.9% |
| 5Y | -69.3% | +99.1% | -168.5% | -87.6% |
| All | -69.3% | +100.0% | -169.3% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling