-51.3%
MARA vs FN
-52.0%
+0.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.7% | -3.7% | +2.5% |
| 7D | -6.2% | 0.0% | -6.2% | -5.9% |
| 30D | -38.7% | -34.3% | -4.4% | -28.2% |
| 3M | -40.4% | -39.9% | -0.5% | -28.5% |
| 6M | -51.3% | -51.8% | +0.6% | -38.8% |
| All | -51.3% | -52.0% | +0.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 6mo: compounded portfolio wealth divided by compounded FN 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…
6mo analysis · Full analysis span regression · 6 months rolling