-60.2%
MARA vs FICO
-58.2%
-2.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.0% |
| 7D | -6.2% | -0.9% | -5.3% | -6.2% |
| 30D | -38.7% | +3.3% | -42.0% | -38.6% |
| 3M | -40.4% | -31.7% | -8.7% | -40.7% |
| 6M | -51.3% | -34.0% | -17.3% | -54.0% |
| YTD | -29.3% | -58.3% | +29.0% | -34.7% |
| 1Y | -60.2% | -57.9% | -2.3% | -62.4% |
| All | -60.2% | -58.2% | -2.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling