-90.1%
MARA vs AIG
+203.5%
-293.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.9% |
| 7D | +15.6% | -1.6% | +17.2% | +16.9% |
| 30D | +17.2% | -5.2% | +22.4% | +21.3% |
| 3M | -14.2% | +1.5% | -15.6% | -16.2% |
| 6M | +47.7% | -3.9% | +51.6% | +48.2% |
| YTD | +31.7% | -11.6% | +43.3% | +38.8% |
| 1Y | -22.2% | -2.9% | -19.2% | -23.7% |
| 3Y | +8.4% | +33.7% | -25.3% | -16.5% |
| 5Y | -68.3% | +52.7% | -120.9% | -77.1% |
| 10Y | -74.9% | +62.6% | -137.5% | -84.8% |
| All | -90.1% | +203.5% | -293.6% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling