-25.1%
MARA vs FOXA
+9.1%
-34.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.9% |
| 7D | +6.0% | -4.0% | +10.0% | +5.4% |
| 30D | +0.6% | +12.0% | -11.4% | +2.2% |
| 3M | -18.5% | +0.3% | -18.8% | -16.6% |
| 6M | +21.7% | +12.5% | +9.3% | +24.0% |
| YTD | +25.9% | -9.6% | +35.6% | +32.4% |
| 1Y | -25.1% | +8.6% | -33.7% | -19.6% |
| All | -25.1% | +9.1% | -34.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling