-23.9%
MARA vs FTV
+39.2%
-63.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +3.9% | +6.2% | +6.6% |
| 30D | -15.1% | +18.7% | -33.7% | -26.6% |
| 3M | -24.1% | +10.0% | -34.1% | -30.0% |
| 6M | -45.2% | +14.6% | -59.7% | -51.9% |
| YTD | -22.2% | +23.4% | -45.6% | -39.5% |
| 1Y | -45.3% | +31.3% | -76.6% | -61.1% |
| 3Y | -23.9% | +39.8% | -63.7% | -11.7% |
| All | -23.9% | +39.2% | -63.1% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling