-90.5%
MARA vs AG
+41.5%
-132.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.0% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | +0.6% | +19.2% | -18.6% | -3.4% |
| 3M | -18.5% | +6.2% | -24.7% | -19.6% |
| 6M | +21.7% | -26.7% | +48.4% | +29.5% |
| YTD | +25.9% | +26.1% | -0.2% | +17.4% |
| 1Y | -25.1% | +131.7% | -156.8% | -40.2% |
| 3Y | -5.7% | +255.3% | -261.1% | -36.0% |
| 5Y | -73.9% | +61.9% | -135.9% | -79.4% |
| 10Y | -75.6% | +72.0% | -147.7% | -82.2% |
| All | -90.5% | +41.5% | -132.0% | -91.1% |
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