-66.3%
MARA vs PSLV
+154.2%
-220.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +5.9% | -3.5% | +9.4% | +7.9% |
| 30D | +24.3% | -2.1% | +26.4% | +26.9% |
| 3M | -12.0% | -1.6% | -10.3% | -10.9% |
| 6M | +40.1% | -25.5% | +65.6% | +60.5% |
| YTD | +33.4% | -11.4% | +44.8% | +27.1% |
| 1Y | -23.7% | +48.6% | -72.3% | -51.0% |
| 3Y | +19.0% | +166.9% | -147.9% | -55.6% |
| All | -66.3% | +154.2% | -220.6% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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