There is a significant difference in running macros on QlikView Server, using the QlikView IE-Plugin and QlikView Full-Browser Version (AJAX) client.
QlikView IE plugin
macros run on the local machine
the macro is excuted by the local user
Full-Browser Version client
macros are run on the server.
macros are executed by the QlikView Server service account
It is recommended to avoid macros and use standard QlikView functionality as far as is possible. When something is done using standard functionality it will work in a more optimized way. Instead of running an interpreter which single-threadedly calls functions, internal functions are used and there are more opportunity to run things multi threaded.