+19.0%
MARA vs FTAI
+424.1%
-405.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.7% |
| 7D | +5.9% | -5.2% | +11.1% | +7.8% |
| 30D | +24.3% | -17.9% | +42.2% | +32.4% |
| 3M | -12.0% | -22.7% | +10.8% | -4.8% |
| 6M | +40.1% | -28.0% | +68.1% | +52.8% |
| YTD | +33.4% | -5.0% | +38.4% | +34.6% |
| 1Y | -23.7% | +10.4% | -34.1% | -26.6% |
| 3Y | +19.0% | +425.2% | -406.3% | -52.4% |
| All | +19.0% | +424.1% | -405.1% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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