-74.1%
MARA vs AIG
+66.2%
-140.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +5.9% | -1.2% | +7.1% | +6.7% |
| 30D | +24.3% | -1.1% | +25.3% | +24.9% |
| 3M | -12.0% | +0.7% | -12.7% | -13.6% |
| 6M | +40.1% | -2.2% | +42.3% | +39.0% |
| YTD | +33.4% | -10.8% | +44.2% | +39.9% |
| 1Y | -23.7% | -2.0% | -21.7% | -25.8% |
| 3Y | +19.0% | +34.8% | -15.9% | -9.5% |
| 5Y | -66.5% | +55.0% | -121.5% | -76.2% |
| All | -74.1% | +66.2% | -140.3% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling