-75.3%
MARA vs AG
+73.4%
-148.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.6% |
| 7D | -1.5% | -5.8% | +4.3% | +0.4% |
| 30D | +18.1% | +6.4% | +11.7% | +16.3% |
| 3M | -9.4% | +28.4% | -37.8% | -16.1% |
| 6M | +33.4% | -24.5% | +57.8% | +42.8% |
| YTD | +27.3% | +21.2% | +6.1% | +17.1% |
| 1Y | -27.9% | +114.1% | -142.0% | -45.2% |
| 3Y | +4.8% | +268.0% | -263.3% | -38.8% |
| 5Y | -68.0% | +67.3% | -135.4% | -76.9% |
| All | -75.3% | +73.4% | -148.7% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling