-73.4%
MARA vs FTV
+89.3%
-162.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.2% |
| 7D | +15.6% | -0.4% | +16.0% | +16.1% |
| 30D | +17.2% | -8.3% | +25.6% | +26.3% |
| 3M | -14.2% | -7.4% | -6.8% | -9.3% |
| 6M | +47.7% | -1.2% | +48.9% | +46.3% |
| YTD | +31.7% | +2.7% | +29.0% | +22.4% |
| 1Y | -22.2% | +18.4% | -40.6% | -37.4% |
| 3Y | +8.4% | -2.0% | +10.5% | +8.1% |
| 5Y | -68.3% | +3.4% | -71.7% | -68.7% |
| 10Y | -74.9% | +78.5% | -153.3% | -83.4% |
| All | -73.4% | +89.3% | -162.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling