-90.5%
MARA vs FFIV
+189.2%
-279.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +6.0% | -1.0% | +7.0% | +6.8% |
| 30D | +0.6% | -5.1% | +5.7% | +4.0% |
| 3M | -18.5% | -4.5% | -14.1% | -15.9% |
| 6M | +21.7% | +36.5% | -14.7% | -4.5% |
| YTD | +25.9% | +53.0% | -27.0% | -9.5% |
| 1Y | -25.1% | +24.2% | -49.4% | -37.5% |
| 3Y | -5.7% | +137.2% | -143.0% | -50.1% |
| 5Y | -73.9% | +91.8% | -165.7% | -83.1% |
| 10Y | -75.6% | +215.2% | -290.8% | -87.1% |
| All | -90.5% | +189.2% | -279.7% | -92.5% |
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