-87.4%
MARA vs FTV
+17.3%
-104.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +10.1% | +3.9% | +6.2% | +5.2% |
| 30D | -15.1% | +18.7% | -33.7% | -31.4% |
| 3M | -24.1% | +10.0% | -34.1% | -32.8% |
| 6M | -45.2% | +14.6% | -59.7% | -55.1% |
| YTD | -22.2% | +23.4% | -45.6% | -46.4% |
| 1Y | -45.3% | +31.3% | -76.6% | -66.1% |
| 3Y | -23.9% | +39.8% | -63.7% | -57.8% |
| All | -87.4% | +17.3% | -104.7% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling