-93.6%
MARA vs AG
-0.3%
-93.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.6% |
| 7D | +11.5% | -4.0% | +15.5% | +12.6% |
| 30D | -18.9% | -13.1% | -5.8% | -16.1% |
| 3M | -20.9% | -22.0% | +1.2% | -15.7% |
| 6M | -42.8% | -37.3% | -5.5% | -36.1% |
| YTD | -14.7% | -11.2% | -3.5% | -13.4% |
| 1Y | -47.6% | +23.9% | -71.6% | -50.9% |
| 3Y | -20.3% | +225.1% | -245.4% | -43.7% |
| 5Y | -89.2% | +7.7% | -96.9% | -90.6% |
| 10Y | -79.2% | +86.9% | -166.1% | -84.0% |
| All | -93.6% | -0.3% | -93.3% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling