-94.7%
MARA vs FN
+2,033.9%
-2,128.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +11.7% | -3.7% | +2.3% |
| 7D | -6.2% | 0.0% | -6.2% | -5.9% |
| 30D | -38.7% | -34.3% | -4.4% | -24.9% |
| 3M | -40.4% | -39.9% | -0.5% | -25.5% |
| 6M | -51.3% | -51.8% | +0.6% | -34.1% |
| YTD | -29.3% | -28.1% | -1.1% | -24.1% |
| 1Y | -60.2% | -29.1% | -31.1% | -57.3% |
| 3Y | -31.3% | +102.4% | -133.7% | -60.7% |
| 5Y | -90.1% | +171.7% | -261.7% | -95.2% |
| 10Y | -81.2% | +773.5% | -854.7% | -94.4% |
| All | -94.7% | +2,033.9% | -2,128.6% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling