-74.1%
MARA vs PSX
+386.4%
-460.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.0% |
| 30D | +24.3% | +15.6% | +8.6% | +13.8% |
| 3M | -12.0% | +46.5% | -58.4% | -30.5% |
| 6M | +40.1% | +55.0% | -14.9% | +5.1% |
| YTD | +33.4% | +105.3% | -71.9% | -15.8% |
| 1Y | -23.7% | +101.6% | -125.3% | -51.7% |
| 3Y | +19.0% | +134.1% | -115.2% | -32.5% |
| 5Y | -66.5% | +368.7% | -435.2% | -88.1% |
| All | -74.1% | +386.4% | -460.5% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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