-25.1%
MARA vs AG
+125.2%
-150.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.8% |
| 7D | +6.0% | +1.0% | +5.0% | +5.6% |
| 30D | +0.6% | +19.2% | -18.6% | -5.3% |
| 3M | -18.5% | +6.2% | -24.7% | -20.9% |
| 6M | +21.7% | -26.7% | +48.4% | +30.7% |
| YTD | +25.9% | +26.1% | -0.2% | +15.3% |
| 1Y | -25.1% | +131.7% | -156.8% | -31.8% |
| All | -25.1% | +125.2% | -150.3% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling