-90.0%
MARA vs FISV
+184.4%
-274.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +3.4% |
| 7D | +13.8% | -6.4% | +20.3% | +18.2% |
| 30D | +24.7% | -6.8% | +31.5% | +28.7% |
| 3M | -10.4% | -10.0% | -0.5% | -7.8% |
| 6M | +37.6% | -20.6% | +58.3% | +51.8% |
| YTD | +32.7% | -27.6% | +60.3% | +53.4% |
| 1Y | -25.2% | -64.3% | +39.2% | +23.3% |
| 3Y | +9.3% | -60.0% | +69.2% | +59.3% |
| 5Y | -69.3% | -57.7% | -11.7% | -56.4% |
| 10Y | -73.6% | -3.0% | -70.6% | -76.9% |
| All | -90.0% | +184.4% | -274.5% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling