-90.5%
MARA vs FLUT
+63.4%
-153.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.8% |
| 7D | +6.0% | -1.6% | +7.6% | +6.6% |
| 30D | +0.6% | +7.7% | -7.1% | -2.3% |
| 3M | -18.5% | -0.7% | -17.8% | -19.7% |
| 6M | +21.7% | -11.2% | +32.9% | +23.7% |
| YTD | +25.9% | -53.4% | +79.4% | +58.5% |
| 1Y | -25.1% | -65.8% | +40.6% | +5.0% |
| 3Y | -5.7% | -44.9% | +39.2% | +11.6% |
| 5Y | -73.9% | -49.7% | -24.3% | -70.4% |
| 10Y | -75.6% | -9.7% | -65.9% | -74.1% |
| All | -90.5% | +63.4% | -153.9% | -89.6% |
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 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