-8.5%
MARA vs FIVE
+56.0%
-64.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.3% |
| 7D | +6.0% | +4.3% | +1.7% | +4.3% |
| 30D | +0.6% | +12.5% | -11.9% | -4.3% |
| 3M | -18.5% | +31.2% | -49.8% | -27.0% |
| 6M | +21.7% | +14.4% | +7.4% | +14.0% |
| YTD | +25.9% | +33.9% | -7.9% | +11.4% |
| 1Y | -25.1% | +65.1% | -90.2% | -38.8% |
| All | -8.5% | +56.0% | -64.5% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling