-27.2%
MARA vs FIGR
+1.6%
-28.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.9% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +18.1% | +31.4% | -13.3% | +9.0% |
| 3M | -9.4% | +30.3% | -39.7% | -16.3% |
| 6M | +33.4% | -7.6% | +41.0% | +32.9% |
| YTD | +27.3% | -10.5% | +37.7% | +19.9% |
| All | -27.2% | +1.6% | -28.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling