-23.7%
MARA vs AG
+110.7%
-134.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.9% | +7.7% | +6.0% |
| 7D | +5.9% | -6.7% | +12.6% | +8.8% |
| 30D | +24.3% | +2.2% | +22.1% | +23.8% |
| 3M | -12.0% | +15.7% | -27.7% | -16.8% |
| 6M | +40.1% | -23.8% | +63.9% | +49.2% |
| YTD | +33.4% | +17.6% | +15.8% | +24.1% |
| 1Y | -23.7% | +88.6% | -112.4% | -34.5% |
| All | -23.7% | +110.7% | -134.5% | -34.5% |
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