-93.9%
MARA vs FFIV
+135.0%
-228.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.7% | +10.6% |
| 7D | +2.5% | -4.2% | +6.7% | +6.2% |
| 30D | -23.9% | -33.9% | +9.9% | 0.0% |
| 3M | -23.2% | -22.6% | -0.6% | -11.0% |
| 6M | -43.3% | -10.4% | -32.9% | -41.1% |
| YTD | -18.3% | +24.3% | -42.6% | -34.1% |
| 1Y | -52.9% | +31.8% | -84.7% | -63.7% |
| 3Y | -23.6% | +99.5% | -123.1% | -55.8% |
| 5Y | -88.7% | +40.7% | -129.4% | -91.3% |
| 10Y | -80.3% | +126.9% | -207.2% | -88.0% |
| All | -93.9% | +135.0% | -228.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling