+19.0%
MARA vs USFR
+14.1%
+4.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +5.1% |
| 7D | +5.9% | +0.1% | +5.8% | +6.4% |
| 30D | +24.3% | +0.4% | +23.9% | +25.8% |
| 3M | -12.0% | +1.0% | -13.0% | -8.8% |
| 6M | +40.1% | +2.0% | +38.1% | +46.7% |
| YTD | +33.4% | +2.8% | +30.7% | +38.3% |
| 1Y | -23.7% | +4.1% | -27.8% | -22.5% |
| 3Y | +19.0% | +14.1% | +4.8% | +20.4% |
| All | +19.0% | +14.1% | +4.8% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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