+377.0%
MARA vs FOXA
+90.3%
+286.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +15.6% | -0.6% | +16.3% | +16.0% |
| 30D | +17.2% | +2.3% | +14.9% | +15.2% |
| 3M | -14.2% | -2.8% | -11.3% | -15.8% |
| 6M | +47.7% | +9.6% | +38.1% | +33.9% |
| YTD | +31.7% | -9.9% | +41.6% | +34.4% |
| 1Y | -22.2% | +5.4% | -27.5% | -29.0% |
| 3Y | +8.4% | +115.3% | -106.8% | -36.4% |
| 5Y | -68.3% | +93.1% | -161.3% | -79.5% |
| All | +377.0% | +90.3% | +286.7% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling