+8.4%
MARA vs MSFU
+29.4%
-20.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.7% |
| 7D | +15.6% | -3.2% | +18.8% | +17.5% |
| 30D | +17.2% | -3.1% | +20.4% | +18.2% |
| 3M | -14.2% | +35.3% | -49.4% | -28.5% |
| 6M | +47.7% | +31.6% | +16.1% | +20.9% |
| YTD | +31.7% | -9.5% | +41.3% | +30.6% |
| 1Y | -22.2% | -18.4% | -3.8% | -18.0% |
| 3Y | +8.4% | +26.9% | -18.5% | -22.7% |
| All | +8.4% | +29.4% | -20.9% | -22.7% |
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