-69.3%
MARA vs FLEX
+717.1%
-786.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.9% |
| 7D | +13.8% | +6.4% | +7.5% | +8.5% |
| 30D | +24.7% | -5.9% | +30.6% | +30.1% |
| 3M | -10.4% | -23.5% | +13.0% | +7.9% |
| 6M | +37.6% | +83.7% | -46.1% | -34.6% |
| YTD | +32.7% | +86.5% | -53.8% | -38.3% |
| 1Y | -25.2% | +100.5% | -125.7% | -68.1% |
| 3Y | +9.3% | +469.8% | -460.6% | -87.5% |
| 5Y | -69.3% | +725.7% | -795.0% | -97.9% |
| All | -69.3% | +717.1% | -786.4% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling