-91.6%
MARA vs FICO
+81.4%
-173.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.4% | +8.4% | +8.1% |
| 7D | -6.2% | -0.9% | -5.3% | -6.0% |
| 30D | -38.7% | +3.3% | -42.0% | -40.2% |
| 3M | -40.4% | -31.7% | -8.7% | -33.9% |
| 6M | -51.3% | -34.0% | -17.3% | -48.5% |
| YTD | -29.3% | -58.3% | +29.0% | -7.1% |
| 1Y | -60.2% | -57.9% | -2.3% | -48.3% |
| 3Y | -31.3% | -24.1% | -7.2% | -48.9% |
| All | -91.6% | +81.4% | -173.0% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling