-25.1%
MARA vs FIS
-37.2%
+12.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | +0.6% | -2.2% | +2.8% | +0.8% |
| 3M | -18.5% | +2.1% | -20.7% | -19.5% |
| 6M | +21.7% | -14.7% | +36.4% | +27.7% |
| YTD | +25.9% | -35.7% | +61.6% | +49.5% |
| 1Y | -25.1% | -37.1% | +11.9% | -6.1% |
| All | -25.1% | -37.2% | +12.1% | -6.1% |
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