-90.4%
MARA vs PSLV
+65.4%
-155.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -1.4% |
| 7D | -1.5% | -4.9% | +3.4% | +1.0% |
| 30D | +18.1% | -1.9% | +20.0% | +20.3% |
| 3M | -9.4% | +4.2% | -13.6% | -10.8% |
| 6M | +33.4% | -27.6% | +61.0% | +54.6% |
| YTD | +27.3% | -11.7% | +39.0% | +25.7% |
| 1Y | -27.9% | +49.3% | -77.3% | -48.0% |
| 3Y | +4.8% | +167.1% | -162.4% | -47.2% |
| 5Y | -68.0% | +151.7% | -219.7% | -83.2% |
| 10Y | -74.7% | +187.0% | -261.6% | -87.2% |
| All | -90.4% | +65.4% | -155.8% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling