-69.3%
MARA vs FSLR
+112.6%
-182.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.5% | +2.9% |
| 7D | +13.8% | +0.2% | +13.6% | +13.8% |
| 30D | +24.7% | -15.1% | +39.8% | +33.9% |
| 3M | -10.4% | -22.5% | +12.1% | +0.2% |
| 6M | +37.6% | +4.0% | +33.7% | +33.0% |
| YTD | +32.7% | -22.3% | +55.0% | +43.3% |
| 1Y | -25.2% | 0.0% | -25.2% | -29.0% |
| 3Y | +9.3% | +10.9% | -1.6% | -21.0% |
| 5Y | -69.3% | +105.4% | -174.7% | -91.0% |
| All | -69.3% | +112.6% | -182.0% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling