-94.2%
MARA vs PSA
+301.8%
-395.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | -1.4% | +11.5% | +11.0% |
| 30D | -15.1% | +15.2% | -30.2% | -22.2% |
| 3M | -24.1% | +2.2% | -26.3% | -25.7% |
| 6M | -45.2% | +11.7% | -56.8% | -49.9% |
| YTD | -22.2% | +32.0% | -54.2% | -35.2% |
| 1Y | -45.3% | +26.3% | -71.6% | -53.2% |
| 3Y | -23.9% | +52.4% | -76.2% | -42.1% |
| 5Y | -90.8% | +26.3% | -117.1% | -92.1% |
| 10Y | -81.0% | +132.3% | -213.3% | -87.9% |
| All | -94.2% | +301.8% | -395.9% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling