-74.1%
MARA vs PSKY
-74.6%
+0.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.9% |
| 7D | +5.9% | -2.4% | +8.3% | +6.9% |
| 30D | +24.3% | +11.6% | +12.7% | +18.1% |
| 3M | -12.0% | +1.5% | -13.5% | -13.7% |
| 6M | +40.1% | +7.7% | +32.4% | +32.8% |
| YTD | +33.4% | -20.1% | +53.5% | +41.2% |
| 1Y | -23.7% | -38.3% | +14.5% | -10.9% |
| 3Y | +19.0% | -17.7% | +36.7% | +9.1% |
| 5Y | -66.5% | -69.9% | +3.4% | -52.5% |
| All | -74.1% | -74.6% | +0.5% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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