-90.0%
MARA vs AJG
+778.7%
-868.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.6% |
| 7D | +5.9% | -8.3% | +14.2% | +11.7% |
| 30D | +24.3% | -5.7% | +29.9% | +28.3% |
| 3M | -12.0% | +9.1% | -21.1% | -20.5% |
| 6M | +40.1% | +15.2% | +24.9% | +19.2% |
| YTD | +33.4% | -6.3% | +39.7% | +31.5% |
| 1Y | -23.7% | -19.1% | -4.6% | -16.2% |
| 3Y | +19.0% | +8.2% | +10.7% | -2.8% |
| 5Y | -66.5% | +75.6% | -142.1% | -80.6% |
| 10Y | -73.4% | +471.1% | -544.6% | -92.0% |
| All | -90.0% | +778.7% | -868.6% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling