-69.3%
MARA vs FIS
-66.7%
-2.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.9% |
| 7D | +13.8% | -9.1% | +22.9% | +20.3% |
| 30D | +24.7% | -10.4% | +35.1% | +31.8% |
| 3M | -10.4% | -3.7% | -6.8% | -12.0% |
| 6M | +37.6% | -24.8% | +62.4% | +58.8% |
| YTD | +32.7% | -41.6% | +74.3% | +83.5% |
| 1Y | -25.2% | -42.7% | +17.6% | +4.6% |
| 3Y | +9.3% | -26.2% | +35.5% | +25.3% |
| 5Y | -69.3% | -66.1% | -3.2% | -32.6% |
| All | -69.3% | -66.7% | -2.6% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling