-90.5%
MARA vs FLEX
+2,037.1%
-2,127.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.5% |
| 7D | +6.0% | -0.9% | +6.9% | +6.7% |
| 30D | +0.6% | -10.1% | +10.8% | +7.8% |
| 3M | -18.5% | -31.3% | +12.8% | +3.6% |
| 6M | +21.7% | +71.3% | -49.5% | -25.4% |
| YTD | +25.9% | +81.2% | -55.3% | -26.2% |
| 1Y | -25.1% | +98.5% | -123.6% | -58.9% |
| 3Y | -5.7% | +428.2% | -434.0% | -75.0% |
| 5Y | -73.9% | +657.3% | -731.2% | -94.2% |
| 10Y | -75.6% | +995.9% | -1,071.6% | -95.9% |
| All | -90.5% | +2,037.1% | -2,127.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling