-23.6%
MARA vs MSFU
+29.5%
-53.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.3% | +14.9% | +12.5% |
| 7D | +2.5% | +4.0% | -1.5% | 0.0% |
| 30D | -23.9% | -2.3% | -21.6% | -23.3% |
| 3M | -23.2% | +7.1% | -30.3% | -26.7% |
| 6M | -43.3% | +48.9% | -92.2% | -55.5% |
| YTD | -18.3% | +2.4% | -20.7% | -24.1% |
| 1Y | -52.9% | -8.1% | -44.8% | -53.3% |
| 3Y | -23.6% | +25.2% | -48.8% | -38.0% |
| All | -23.6% | +29.5% | -53.1% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling