-16.6%
MARA vs FSLR
+34.7%
-51.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +4.8% |
| 7D | +11.5% | -8.4% | +19.9% | +14.0% |
| 30D | -18.9% | -0.9% | -18.0% | -18.9% |
| 3M | -20.9% | -26.1% | +5.2% | -14.4% |
| 6M | -42.8% | -23.6% | -19.1% | -38.7% |
| YTD | -14.7% | -31.8% | +17.1% | -7.1% |
| 1Y | -47.6% | -32.6% | -15.1% | -42.8% |
| All | -16.6% | +34.7% | -51.3% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling