-23.7%
MARA vs FIGR
-3.1%
-20.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.6% | +9.5% | +6.2% |
| 7D | +5.9% | -3.0% | +9.0% | +6.8% |
| 30D | +24.3% | +13.7% | +10.6% | +19.8% |
| 3M | -12.0% | +23.9% | -35.8% | -17.5% |
| 6M | +40.1% | -8.4% | +48.5% | +40.1% |
| YTD | +33.4% | -14.6% | +48.0% | +27.4% |
| 1Y | -23.7% | +12.1% | -35.8% | -30.2% |
| All | -23.7% | -3.1% | -20.6% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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