-66.3%
MARA vs FISV
-53.5%
-12.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.4% | -0.6% | +1.9% |
| 7D | +5.9% | -2.7% | +8.6% | +7.2% |
| 30D | +24.3% | 0.0% | +24.2% | +23.0% |
| 3M | -12.0% | -2.8% | -9.2% | -13.4% |
| 6M | +40.1% | -11.8% | +51.9% | +44.7% |
| YTD | +33.4% | -23.2% | +56.6% | +48.3% |
| 1Y | -23.7% | -62.0% | +38.2% | +21.1% |
| 3Y | +19.0% | -57.6% | +76.6% | +40.9% |
| All | -66.3% | -53.5% | -12.9% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling