+8.4%
MARA vs FLEX
+475.0%
-466.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +1.9% |
| 7D | +15.6% | +7.0% | +8.7% | +11.0% |
| 30D | +17.2% | -5.8% | +23.0% | +21.4% |
| 3M | -14.2% | -24.2% | +10.1% | 0.0% |
| 6M | +47.7% | +90.8% | -43.1% | -16.4% |
| YTD | +31.7% | +89.2% | -57.5% | -25.1% |
| 1Y | -22.2% | +104.7% | -126.9% | -58.5% |
| 3Y | +8.4% | +478.1% | -469.7% | -68.7% |
| All | +8.4% | +475.0% | -466.6% | -68.7% |
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