-90.1%
MARA vs FSLR
+1,050.8%
-1,140.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +2.9% |
| 7D | +15.6% | +6.8% | +8.8% | +12.8% |
| 30D | +17.2% | -14.7% | +32.0% | +24.8% |
| 3M | -14.2% | -22.6% | +8.4% | -5.1% |
| 6M | +47.7% | +12.7% | +35.0% | +39.3% |
| YTD | +31.7% | -18.4% | +50.1% | +38.5% |
| 1Y | -22.2% | +4.9% | -27.1% | -26.5% |
| 3Y | +8.4% | +16.4% | -8.0% | -13.0% |
| 5Y | -68.3% | +123.5% | -191.7% | -81.1% |
| 10Y | -74.9% | +454.3% | -529.2% | -89.4% |
| All | -90.1% | +1,050.8% | -1,140.9% | -97.1% |
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