-89.6%
MARA vs FLUT
-48.8%
-40.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +10.2% |
| 7D | +2.5% | -1.5% | +4.0% | +3.1% |
| 30D | -23.9% | +3.4% | -27.4% | -26.1% |
| 3M | -23.2% | -12.5% | -10.7% | -20.2% |
| 6M | -43.3% | -18.5% | -24.8% | -40.7% |
| YTD | -18.3% | -61.6% | +43.4% | +32.1% |
| 1Y | -52.9% | -64.1% | +11.2% | -20.4% |
| 3Y | -23.6% | -44.5% | +20.8% | -7.2% |
| All | -89.6% | -48.8% | -40.8% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling