+19.0%
MARA vs FISV
-57.6%
+76.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +3.0% |
| 7D | +5.9% | -2.7% | +8.6% | +6.7% |
| 30D | +24.3% | 0.0% | +24.2% | +23.5% |
| 3M | -12.0% | -2.8% | -9.2% | -12.7% |
| 6M | +40.1% | -11.8% | +51.9% | +43.6% |
| YTD | +33.4% | -23.2% | +56.6% | +43.8% |
| 1Y | -23.7% | -62.0% | +38.2% | +6.0% |
| 3Y | +19.0% | -57.6% | +76.6% | -14.8% |
| All | +19.0% | -57.6% | +76.6% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling