-52.9%
MARA vs FIVE
+63.0%
-115.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.6% | +10.6% |
| 7D | +2.5% | +7.3% | -4.8% | +0.9% |
| 30D | -23.9% | +18.1% | -42.0% | -27.0% |
| 3M | -23.2% | +7.7% | -30.9% | -25.2% |
| 6M | -43.3% | +13.6% | -56.9% | -46.2% |
| YTD | -18.3% | +34.6% | -52.9% | -33.0% |
| 1Y | -52.9% | +66.2% | -119.1% | -66.1% |
| All | -52.9% | +63.0% | -115.9% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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