-74.1%
MARA vs FSLR
+466.5%
-540.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.4% |
| 7D | +5.9% | +2.2% | +3.7% | +4.6% |
| 30D | +24.3% | -7.8% | +32.1% | +29.1% |
| 3M | -12.0% | -22.9% | +10.9% | -0.2% |
| 6M | +40.1% | +4.4% | +35.7% | +34.3% |
| YTD | +33.4% | -20.0% | +53.4% | +42.6% |
| 1Y | -23.7% | +2.8% | -26.6% | -29.1% |
| 3Y | +19.0% | +16.5% | +2.4% | -15.2% |
| 5Y | -66.5% | +110.3% | -176.8% | -84.9% |
| All | -74.1% | +466.5% | -540.6% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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