-68.0%
MARA vs PSKY
-71.2%
+3.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.8% |
| 7D | -1.5% | -6.0% | +4.5% | +1.1% |
| 30D | +18.1% | +10.7% | +7.4% | +12.3% |
| 3M | -9.4% | +1.2% | -10.6% | -11.1% |
| 6M | +33.4% | +1.5% | +31.9% | +29.5% |
| YTD | +27.3% | -21.8% | +49.0% | +36.8% |
| 1Y | -27.9% | -30.2% | +2.2% | -20.6% |
| 3Y | +4.8% | -20.1% | +24.9% | -5.5% |
| 5Y | -68.0% | -70.5% | +2.5% | -44.5% |
| All | -68.0% | -71.2% | +3.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling