-89.2%
MARA vs FIVE
+868.1%
-957.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -4.6% |
| 7D | +6.0% | +4.3% | +1.7% | +4.0% |
| 30D | +0.6% | +12.5% | -11.9% | -5.1% |
| 3M | -18.5% | +31.2% | -49.8% | -28.3% |
| 6M | +21.7% | +14.4% | +7.4% | +12.5% |
| YTD | +25.9% | +33.9% | -7.9% | +9.2% |
| 1Y | -25.1% | +65.1% | -90.2% | -40.8% |
| 3Y | -5.7% | +49.0% | -54.7% | -28.2% |
| 5Y | -73.9% | +30.3% | -104.2% | -78.6% |
| 10Y | -75.6% | +481.1% | -556.7% | -84.4% |
| All | -89.2% | +868.1% | -957.4% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling