-90.5%
MARA vs FIS
-72.9%
-17.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.1% | +0.1% | -2.6% |
| 7D | +22.4% | -3.5% | +26.0% | +24.7% |
| 30D | -21.0% | -19.4% | -1.5% | -14.3% |
| 3M | -25.3% | -31.6% | +6.3% | -11.8% |
| 6M | -43.4% | -32.5% | -10.9% | -34.6% |
| YTD | -19.8% | -56.0% | +36.1% | +26.2% |
| 1Y | -50.0% | -55.5% | +5.5% | -22.1% |
| 3Y | -25.1% | -41.3% | +16.2% | -7.1% |
| 5Y | -90.5% | -72.3% | -18.3% | -75.6% |
| All | -90.5% | -72.9% | -17.6% | -75.6% |
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