-74.2%
MARA vs FLUT
-10.4%
-63.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | +13.8% | -2.6% | +16.4% | +15.0% |
| 30D | +24.7% | +5.4% | +19.3% | +21.5% |
| 3M | -10.4% | -10.8% | +0.3% | -8.1% |
| 6M | +37.6% | -9.2% | +46.9% | +39.0% |
| YTD | +32.7% | -53.8% | +86.5% | +74.9% |
| 1Y | -25.2% | -66.0% | +40.8% | +12.1% |
| 3Y | +9.3% | -44.7% | +53.9% | +32.4% |
| 5Y | -69.3% | -50.6% | -18.8% | -65.0% |
| All | -74.2% | -10.4% | -63.8% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling