-90.5%
MARA vs FIS
+64.1%
-154.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | +6.0% | +1.1% | +4.9% | +5.4% |
| 30D | +0.6% | -2.2% | +2.8% | +1.2% |
| 3M | -18.5% | +2.1% | -20.7% | -22.0% |
| 6M | +21.7% | -14.7% | +36.4% | +28.7% |
| YTD | +25.9% | -35.7% | +61.6% | +58.8% |
| 1Y | -25.1% | -37.1% | +11.9% | -4.6% |
| 3Y | -5.7% | -20.0% | +14.3% | +3.4% |
| 5Y | -73.9% | -62.1% | -11.8% | -55.6% |
| 10Y | -75.6% | -37.4% | -38.2% | -66.1% |
| All | -90.5% | +64.1% | -154.7% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling