-90.1%
MARA vs PSA
+260.6%
-350.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +15.6% | -0.4% | +16.1% | +16.0% |
| 30D | +17.2% | -8.2% | +25.4% | +23.0% |
| 3M | -14.2% | -2.1% | -12.0% | -14.4% |
| 6M | +47.7% | -0.2% | +47.9% | +45.8% |
| YTD | +31.7% | +18.5% | +13.2% | +17.6% |
| 1Y | -22.2% | +6.6% | -28.8% | -26.1% |
| 3Y | +8.4% | +24.5% | -16.0% | -7.0% |
| 5Y | -68.3% | +13.6% | -81.9% | -71.0% |
| 10Y | -74.9% | +102.0% | -176.8% | -82.6% |
| All | -90.1% | +260.6% | -350.7% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling