-23.9%
MARA vs FLEX
+281.5%
-305.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -0.3% |
| 7D | +10.1% | +7.5% | +2.6% | +4.6% |
| 30D | -15.1% | -25.3% | +10.2% | +1.3% |
| 3M | -24.1% | -39.7% | +15.6% | +3.1% |
| 6M | -45.2% | -47.9% | +2.7% | -20.1% |
| YTD | -22.2% | +24.1% | -46.3% | -44.9% |
| 1Y | -45.3% | +26.0% | -71.3% | -62.1% |
| 3Y | -23.9% | +282.7% | -306.5% | -79.7% |
| All | -23.9% | +281.5% | -305.4% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling