-40.2%
MARA vs MSFU
+88.0%
-128.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | +10.1% | -2.8% | +12.8% | +11.1% |
| 30D | -15.1% | -5.3% | -9.8% | -13.2% |
| 3M | -24.1% | +7.2% | -31.3% | -28.6% |
| 6M | -45.2% | +51.0% | -96.2% | -59.9% |
| YTD | -22.2% | -1.2% | -20.9% | -28.4% |
| 1Y | -45.3% | -10.3% | -35.0% | -46.5% |
| 3Y | -23.9% | +22.2% | -46.1% | -46.2% |
| All | -40.2% | +88.0% | -128.2% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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