+37.6%
MARA vs AIG
-3.0%
+40.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +1.0% |
| 7D | +13.8% | -1.4% | +15.3% | +13.0% |
| 30D | +24.7% | -3.3% | +28.0% | +22.7% |
| 3M | -10.4% | +2.2% | -12.6% | -10.9% |
| 6M | +37.6% | -2.1% | +39.8% | +39.2% |
| All | +37.6% | -3.0% | +40.6% | +39.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling