-90.0%
MARA vs PSKY
-60.6%
-29.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.1% | +3.0% |
| 7D | +13.8% | -6.8% | +20.7% | +17.2% |
| 30D | +24.7% | +10.2% | +14.4% | +19.2% |
| 3M | -10.4% | +0.3% | -10.7% | -11.7% |
| 6M | +37.6% | -7.8% | +45.4% | +39.2% |
| YTD | +32.7% | -23.0% | +55.7% | +42.5% |
| 1Y | -25.2% | -31.6% | +6.5% | -17.5% |
| 3Y | +9.3% | -21.3% | +30.6% | +2.7% |
| 5Y | -69.3% | -71.5% | +2.1% | -55.9% |
| 10Y | -73.6% | -75.6% | +2.0% | -69.5% |
| All | -90.0% | -60.6% | -29.4% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling