-22.2%
MARA vs FGI
+93.1%
-115.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.6% |
| 7D | +15.6% | +5.2% | +10.5% | +15.6% |
| 30D | +17.2% | +65.2% | -48.0% | +15.0% |
| 3M | -14.2% | +30.2% | -44.3% | -15.3% |
| 6M | +47.7% | +87.8% | -40.1% | +37.7% |
| YTD | +31.7% | +32.5% | -0.7% | +26.2% |
| 1Y | -22.2% | +93.6% | -115.8% | -29.6% |
| All | -22.2% | +93.1% | -115.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling