-23.7%
MARA vs FOXA
+16.6%
-40.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.9% |
| 7D | +5.9% | +0.8% | +5.1% | +6.1% |
| 30D | +24.3% | +5.0% | +19.2% | +25.1% |
| 3M | -12.0% | -3.0% | -8.9% | -9.1% |
| 6M | +40.1% | +14.8% | +25.4% | +41.6% |
| YTD | +33.4% | -8.9% | +42.3% | +44.1% |
| 1Y | -23.7% | +13.3% | -37.1% | -19.1% |
| All | -23.7% | +16.6% | -40.3% | -19.1% |
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