-82.2%
MARA vs FIS
-53.2%
-29.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -5.3% |
| 7D | +10.1% | +2.8% | +7.3% | +8.2% |
| 30D | -15.1% | -16.7% | +1.7% | -9.3% |
| 3M | -24.1% | -32.3% | +8.2% | -9.3% |
| 6M | -45.2% | -29.1% | -16.1% | -38.4% |
| YTD | -22.2% | -54.1% | +32.0% | +16.2% |
| 1Y | -45.3% | -53.7% | +8.4% | -19.0% |
| 3Y | -23.9% | -38.8% | +15.0% | -6.8% |
| 5Y | -90.8% | -71.1% | -19.7% | -81.4% |
| All | -82.2% | -53.2% | -29.0% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling