-66.3%
MARA vs AJG
+74.4%
-140.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.5% |
| 7D | +5.9% | -8.3% | +14.2% | +11.2% |
| 30D | +24.3% | -5.7% | +29.9% | +27.9% |
| 3M | -12.0% | +9.1% | -21.1% | -21.1% |
| 6M | +40.1% | +15.2% | +24.9% | +17.6% |
| YTD | +33.4% | -6.3% | +39.7% | +33.2% |
| 1Y | -23.7% | -19.1% | -4.6% | -12.5% |
| 3Y | +19.0% | +8.2% | +10.7% | -17.0% |
| All | -66.3% | +74.4% | -140.7% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 5y: compounded portfolio wealth divided by compounded AJG 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…
5y analysis · Full analysis span regression · 6 months rolling