-75.3%
MARA vs FLEX
+1,045.7%
-1,121.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -1.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +18.1% | -11.8% | +29.8% | +28.5% |
| 3M | -9.4% | -22.6% | +13.1% | +6.5% |
| 6M | +33.4% | +77.3% | -44.0% | -23.3% |
| YTD | +27.3% | +78.8% | -51.5% | -27.3% |
| 1Y | -27.9% | +86.1% | -114.0% | -60.1% |
| 3Y | +4.8% | +446.2% | -441.5% | -75.5% |
| 5Y | -68.0% | +689.7% | -757.7% | -93.9% |
| All | -75.3% | +1,045.7% | -1,121.0% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling