-2.1%
MARA vs MSFU
+71.2%
-73.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -1.5% | -6.9% | +5.5% | +2.5% |
| 30D | +18.1% | -5.1% | +23.2% | +20.7% |
| 3M | -9.4% | +44.6% | -54.1% | -30.2% |
| 6M | +33.4% | +32.8% | +0.6% | +4.2% |
| YTD | +27.3% | -10.1% | +37.3% | +25.3% |
| 1Y | -27.9% | -19.4% | -8.6% | -23.8% |
| 3Y | +4.8% | +26.2% | -21.4% | -29.3% |
| All | -2.1% | +71.2% | -73.4% | -48.8% |
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