+19.0%
MARA vs FRSH
-46.4%
+65.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +5.9% | -6.6% | +12.5% | +8.9% |
| 30D | +24.3% | +2.1% | +22.2% | +22.0% |
| 3M | -12.0% | +29.0% | -40.9% | -24.6% |
| 6M | +40.1% | +48.6% | -8.5% | +9.4% |
| YTD | +33.4% | -2.9% | +36.3% | +28.7% |
| 1Y | -23.7% | -7.9% | -15.8% | -24.3% |
| 3Y | +19.0% | -46.5% | +65.5% | +77.6% |
| All | +19.0% | -46.4% | +65.4% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling