+7.0%
MARA vs FPS
-14.8%
+21.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.8% | +3.8% | -1.2% |
| 7D | +22.4% | +21.6% | +0.8% | +9.5% |
| 30D | -21.0% | -38.8% | +17.8% | -2.4% |
| 3M | -25.3% | -42.1% | +16.8% | -6.6% |
| 6M | -43.4% | -48.5% | +5.1% | -27.9% |
| All | +7.0% | -14.8% | +21.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling