-90.5%
MARA vs PSA
+261.1%
-351.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | +6.0% | -3.7% | +9.7% | +8.4% |
| 30D | +0.6% | -7.7% | +8.4% | +5.3% |
| 3M | -18.5% | -0.6% | -17.9% | -19.6% |
| 6M | +21.7% | -0.9% | +22.7% | +20.7% |
| YTD | +25.9% | +18.7% | +7.3% | +12.4% |
| 1Y | -25.1% | +7.6% | -32.8% | -29.4% |
| 3Y | -5.7% | +23.7% | -29.4% | -18.9% |
| 5Y | -73.9% | +13.7% | -87.6% | -76.2% |
| 10Y | -75.6% | +98.9% | -174.5% | -83.1% |
| All | -90.5% | +261.1% | -351.7% | -96.5% |
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