-69.3%
MARA vs AG
+69.4%
-138.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | +13.8% | -0.1% | +13.9% | +13.9% |
| 30D | +24.7% | +12.5% | +12.2% | +19.7% |
| 3M | -10.4% | +28.2% | -38.6% | -18.6% |
| 6M | +37.6% | -18.8% | +56.5% | +45.1% |
| YTD | +32.7% | +27.4% | +5.4% | +16.6% |
| 1Y | -25.2% | +132.2% | -157.4% | -49.1% |
| 3Y | +9.3% | +286.9% | -277.6% | -48.9% |
| 5Y | -69.3% | +72.8% | -142.1% | -79.4% |
| All | -69.3% | +69.4% | -138.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling