-68.0%
MARA vs USFR
+20.4%
-88.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | +0.1% | -1.5% | -1.4% |
| 30D | +18.1% | +0.3% | +17.8% | +18.4% |
| 3M | -9.4% | +1.0% | -10.4% | -8.7% |
| 6M | +33.4% | +1.9% | +31.4% | +34.1% |
| YTD | +27.3% | +2.7% | +24.6% | +26.6% |
| 1Y | -27.9% | +4.0% | -31.9% | -29.9% |
| 3Y | +4.8% | +14.1% | -9.3% | -9.4% |
| 5Y | -68.0% | +20.5% | -88.5% | -70.9% |
| All | -68.0% | +20.4% | -88.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling