-23.7%
MARA vs FISV
-61.2%
+37.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +4.6% |
| 7D | +5.9% | -2.7% | +8.6% | +6.0% |
| 30D | +24.3% | 0.0% | +24.2% | +24.1% |
| 3M | -12.0% | -2.8% | -9.2% | -12.1% |
| 6M | +40.1% | -11.8% | +51.9% | +41.2% |
| YTD | +33.4% | -23.2% | +56.6% | +35.4% |
| 1Y | -23.7% | -62.0% | +38.2% | -18.4% |
| All | -23.7% | -61.2% | +37.4% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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