-82.2%
MARA vs FLUT
-26.8%
-55.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | +10.1% | -0.7% | +10.8% | +10.5% |
| 30D | -15.1% | +9.3% | -24.3% | -18.6% |
| 3M | -24.1% | -17.5% | -6.6% | -19.9% |
| 6M | -45.2% | -14.6% | -30.6% | -44.0% |
| YTD | -22.2% | -62.3% | +40.1% | +9.3% |
| 1Y | -45.3% | -59.6% | +14.3% | -25.3% |
| 3Y | -23.9% | -45.3% | +21.4% | -8.0% |
| 5Y | -90.8% | -50.4% | -40.4% | -89.2% |
| All | -82.2% | -26.8% | -55.3% | -79.4% |
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