-90.1%
MARA vs FTI
+154.9%
-245.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.5% |
| 7D | +15.6% | -0.2% | +15.8% | +15.7% |
| 30D | +17.2% | +12.3% | +4.9% | +11.5% |
| 3M | -14.2% | +13.8% | -27.9% | -19.6% |
| 6M | +47.7% | +24.3% | +23.4% | +32.4% |
| YTD | +31.7% | +75.8% | -44.0% | +2.8% |
| 1Y | -22.2% | +99.6% | -121.8% | -42.9% |
| 3Y | +8.4% | +278.4% | -270.0% | -40.3% |
| 5Y | -68.3% | +1,168.7% | -1,237.0% | -89.4% |
| 10Y | -74.9% | +297.5% | -372.4% | -89.8% |
| All | -90.1% | +154.9% | -245.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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