-74.1%
MARA vs FTV
+80.7%
-154.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.5% |
| 7D | +5.9% | -4.0% | +9.9% | +9.7% |
| 30D | +24.3% | -11.0% | +35.3% | +37.6% |
| 3M | -12.0% | -8.4% | -3.6% | -6.0% |
| 6M | +40.1% | -2.6% | +42.7% | +40.6% |
| YTD | +33.4% | -0.6% | +34.0% | +27.4% |
| 1Y | -23.7% | +11.0% | -34.7% | -35.0% |
| 3Y | +19.0% | -6.3% | +25.3% | +23.4% |
| 5Y | -66.5% | -1.5% | -64.9% | -65.8% |
| All | -74.1% | +80.7% | -154.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling