-92.7%
MARA vs FIVE
+862.5%
-955.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.8% |
| 7D | +11.5% | -0.5% | +12.0% | +12.0% |
| 30D | -18.9% | +17.4% | -36.3% | -24.2% |
| 3M | -20.9% | +7.0% | -27.9% | -24.0% |
| 6M | -42.8% | +20.5% | -63.3% | -48.4% |
| YTD | -14.7% | +33.1% | -47.8% | -26.3% |
| 1Y | -47.6% | +67.1% | -114.7% | -59.0% |
| 3Y | -20.3% | +41.9% | -62.2% | -38.4% |
| 5Y | -89.2% | +21.1% | -110.2% | -90.9% |
| 10Y | -79.2% | +518.8% | -598.0% | -86.8% |
| All | -92.7% | +862.5% | -955.2% | -95.7% |
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