-27.9%
MARA vs FIS
-41.7%
+13.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.1% |
| 7D | -1.5% | -8.9% | +7.4% | -1.6% |
| 30D | +18.1% | -9.9% | +28.0% | +18.1% |
| 3M | -9.4% | 0.0% | -9.4% | -12.4% |
| 6M | +33.4% | -22.9% | +56.3% | +41.0% |
| YTD | +27.3% | -40.9% | +68.2% | +51.7% |
| 1Y | -27.9% | -40.4% | +12.5% | -11.2% |
| All | -27.9% | -41.7% | +13.8% | -11.2% |
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