-74.1%
MARA vs PSA
+102.6%
-176.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.4% |
| 7D | +5.9% | -1.8% | +7.7% | +7.1% |
| 30D | +24.3% | -8.4% | +32.6% | +31.0% |
| 3M | -12.0% | -7.8% | -4.1% | -8.7% |
| 6M | +40.1% | +0.8% | +39.3% | +37.1% |
| YTD | +33.4% | +16.5% | +16.9% | +19.1% |
| 1Y | -23.7% | +4.7% | -28.5% | -27.2% |
| 3Y | +19.0% | +21.1% | -2.1% | +2.0% |
| 5Y | -66.5% | +14.2% | -80.7% | -69.8% |
| All | -74.1% | +102.6% | -176.7% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling