-87.4%
MARA vs USFR
+21.4%
-108.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | -15.1% | +0.4% | -15.4% | -15.4% |
| 3M | -24.1% | +1.1% | -25.2% | -25.2% |
| 6M | -45.2% | +2.0% | -47.2% | -47.0% |
| YTD | -22.2% | +3.5% | -25.6% | -28.3% |
| 1Y | -45.3% | +4.1% | -49.4% | -50.9% |
| 3Y | -23.9% | +14.4% | -38.2% | -53.8% |
| All | -87.4% | +21.4% | -108.8% | -94.7% |
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