-23.7%
MARA vs FLUT
-65.2%
+41.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.6% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +24.3% | +2.5% | +21.7% | +23.7% |
| 3M | -12.0% | -9.2% | -2.7% | -11.1% |
| 6M | +40.1% | -8.2% | +48.4% | +40.0% |
| YTD | +33.4% | -53.2% | +86.6% | +74.8% |
| 1Y | -23.7% | -65.6% | +41.8% | +10.5% |
| All | -23.7% | -65.2% | +41.5% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling