-58.7%
MARA vs FLEX
+23.4%
-82.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.3% | +8.3% | +2.2% |
| 7D | -6.5% | -17.0% | +10.4% | +2.5% |
| 30D | -38.5% | -33.8% | -4.6% | -24.8% |
| 3M | -41.5% | -39.0% | -2.5% | -25.7% |
| 6M | -41.9% | -15.9% | -26.0% | -39.0% |
| YTD | -23.5% | +27.8% | -51.3% | -42.6% |
| 1Y | -58.7% | +25.0% | -83.6% | -69.0% |
| All | -58.7% | +23.4% | -82.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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