-27.9%
MARA vs FSLR
+1.7%
-29.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.8% |
| 7D | -1.5% | -0.1% | -1.3% | -1.5% |
| 30D | +18.1% | -14.0% | +32.1% | +23.8% |
| 3M | -9.4% | -16.9% | +7.5% | -4.5% |
| 6M | +33.4% | +4.7% | +28.6% | +33.1% |
| YTD | +27.3% | -20.7% | +48.0% | +35.8% |
| 1Y | -27.9% | +1.7% | -29.6% | -21.8% |
| All | -27.9% | +1.7% | -29.6% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling