-94.2%
MARA vs AG
-7.9%
-86.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.3% |
| 7D | +10.1% | -10.0% | +20.0% | +12.8% |
| 30D | -15.1% | -10.5% | -4.6% | -12.8% |
| 3M | -24.1% | -27.3% | +3.2% | -17.7% |
| 6M | -45.2% | -43.0% | -2.2% | -37.3% |
| YTD | -22.2% | -17.9% | -4.3% | -19.4% |
| 1Y | -45.3% | +11.9% | -57.2% | -47.4% |
| 3Y | -23.9% | +201.8% | -225.7% | -45.2% |
| 5Y | -90.8% | -0.1% | -90.7% | -91.8% |
| 10Y | -81.0% | +72.7% | -153.7% | -85.1% |
| All | -94.2% | -7.9% | -86.3% | -93.9% |
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 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