-50.0%
MARA vs FLEX
+25.7%
-75.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.4% |
| 7D | +22.4% | +17.1% | +5.4% | +12.5% |
| 30D | -21.0% | -29.5% | +8.6% | -6.3% |
| 3M | -25.3% | -37.3% | +12.0% | -6.7% |
| 6M | -43.4% | -44.1% | +0.7% | -26.8% |
| YTD | -19.8% | +29.3% | -49.1% | -39.6% |
| 1Y | -50.0% | +24.2% | -74.2% | -61.4% |
| All | -50.0% | +25.7% | -75.8% | -61.4% |
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