+13.5%
MARA vs AIG
+33.4%
-19.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | +18.1% | -2.9% | +21.0% | +19.2% |
| 3M | -9.4% | +0.8% | -10.2% | -10.7% |
| 6M | +33.4% | -2.7% | +36.0% | +33.0% |
| YTD | +27.3% | -11.2% | +38.5% | +33.6% |
| 1Y | -27.9% | -1.5% | -26.4% | -29.5% |
| All | +13.5% | +33.4% | -19.9% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling