-58.7%
MARA vs FIS
-50.5%
-8.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -23.7% | +19.6% | -6.2% |
| 7D | -6.5% | -18.4% | +11.9% | -7.5% |
| 30D | -38.5% | -11.4% | -27.1% | -38.4% |
| 3M | -41.5% | -32.0% | -9.5% | -42.5% |
| 6M | -41.9% | -35.6% | -6.3% | -40.8% |
| YTD | -23.5% | -53.8% | +30.3% | -14.2% |
| 1Y | -58.7% | -51.1% | -7.6% | -55.2% |
| All | -58.7% | -50.5% | -8.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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