-66.3%
MARA vs FOXA
+93.7%
-160.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.0% |
| 7D | +5.9% | +0.8% | +5.1% | +5.2% |
| 30D | +24.3% | +5.0% | +19.2% | +19.0% |
| 3M | -12.0% | -3.0% | -8.9% | -13.8% |
| 6M | +40.1% | +14.8% | +25.4% | +16.5% |
| YTD | +33.4% | -8.9% | +42.3% | +37.3% |
| 1Y | -23.7% | +13.3% | -37.1% | -38.0% |
| 3Y | +19.0% | +115.4% | -96.4% | -54.2% |
| All | -66.3% | +93.7% | -160.0% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling