-90.0%
MARA vs AGI
+115.7%
-205.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | +13.8% | +2.2% | +11.6% | +13.5% |
| 30D | +24.7% | +11.3% | +13.4% | +23.1% |
| 3M | -10.4% | +5.6% | -16.1% | -11.2% |
| 6M | +37.6% | -27.7% | +65.3% | +43.2% |
| YTD | +32.7% | -4.1% | +36.8% | +33.3% |
| 1Y | -25.2% | +13.8% | -39.0% | -26.6% |
| 3Y | +9.3% | +217.0% | -207.8% | -6.4% |
| 5Y | -69.3% | +404.3% | -473.7% | -74.8% |
| 10Y | -73.6% | +400.5% | -474.1% | -77.8% |
| All | -90.0% | +115.7% | -205.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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