-75.0%
MARA vs FICO
+606.0%
-681.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | +7.1% |
| 7D | +6.0% | -19.2% | +25.2% | +18.7% |
| 30D | +0.6% | -14.6% | +15.2% | +8.4% |
| 3M | -18.5% | -20.1% | +1.6% | -13.9% |
| 6M | +21.7% | -36.3% | +58.1% | +42.8% |
| YTD | +25.9% | -44.9% | +70.8% | +61.2% |
| 1Y | -25.1% | -38.6% | +13.5% | -14.8% |
| 3Y | -5.7% | +4.0% | -9.7% | -36.0% |
| 5Y | -73.9% | +99.5% | -173.5% | -89.8% |
| All | -75.0% | +606.0% | -681.0% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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