-94.0%
MARA vs FLUT
+33.8%
-127.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.1% | -1.9% | -4.7% |
| 7D | +22.4% | -1.2% | +23.7% | +23.0% |
| 30D | -21.0% | +5.0% | -26.0% | -22.7% |
| 3M | -25.3% | -16.4% | -8.9% | -22.0% |
| 6M | -43.4% | -14.6% | -28.8% | -42.2% |
| YTD | -19.8% | -61.9% | +42.1% | +6.5% |
| 1Y | -50.0% | -65.0% | +15.0% | -31.4% |
| 3Y | -25.1% | -44.8% | +19.7% | -11.5% |
| 5Y | -90.5% | -49.9% | -40.6% | -89.0% |
| 10Y | -80.4% | -26.1% | -54.4% | -78.1% |
| All | -94.0% | +33.8% | -127.7% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling