-93.6%
MARA vs FSLR
+861.2%
-954.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +5.9% | +5.0% |
| 7D | +11.5% | -8.4% | +19.9% | +15.0% |
| 30D | -18.9% | -0.9% | -18.0% | -18.9% |
| 3M | -20.9% | -26.1% | +5.2% | -11.8% |
| 6M | -42.8% | -23.6% | -19.1% | -37.3% |
| YTD | -14.7% | -31.8% | +17.1% | -4.6% |
| 1Y | -47.6% | -32.6% | -15.1% | -41.3% |
| 3Y | -20.3% | +33.0% | -53.3% | -40.6% |
| 5Y | -89.2% | +56.8% | -146.0% | -92.7% |
| 10Y | -79.2% | +455.6% | -534.7% | -91.0% |
| All | -93.6% | +861.2% | -954.8% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling