-76.6%
MARA vs USFR
+27.5%
-104.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +0.6% | +0.3% | +0.3% | +0.6% |
| 3M | -18.5% | +1.0% | -19.5% | -18.5% |
| 6M | +21.7% | +1.9% | +19.8% | +21.6% |
| YTD | +25.9% | +2.6% | +23.3% | +25.7% |
| 1Y | -25.1% | +4.0% | -29.2% | -25.4% |
| 3Y | -5.7% | +14.1% | -19.9% | -7.3% |
| 5Y | -73.9% | +20.4% | -94.4% | -74.5% |
| 10Y | -75.6% | +28.0% | -103.6% | -76.7% |
| All | -76.6% | +27.5% | -104.2% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling