-24.7%
MARA vs FIGR
+6.3%
-31.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +2.7% |
| 7D | +15.6% | +13.5% | +2.1% | +11.4% |
| 30D | +17.2% | +33.7% | -16.5% | +7.6% |
| 3M | -14.2% | +37.3% | -51.5% | -21.9% |
| 6M | +47.7% | +25.5% | +22.1% | +34.6% |
| YTD | +31.7% | -6.3% | +38.0% | +22.4% |
| All | -24.7% | +6.3% | -31.0% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling