+1,236.8%
EWY vs MAR
+2,662.4%
-1,425.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +4.8% | -4.2% | +9.0% | +6.9% |
| 30D | +11.7% | -6.7% | +18.3% | +15.2% |
| 3M | -7.4% | -12.5% | +5.1% | -2.2% |
| 6M | +40.6% | +0.6% | +40.0% | +39.5% |
| YTD | +94.3% | +9.1% | +85.2% | +84.5% |
| 1Y | +164.3% | +26.2% | +138.1% | +132.8% |
| 3Y | +221.0% | +68.2% | +152.8% | +141.7% |
| 5Y | +139.1% | +163.9% | -24.8% | +40.0% |
| 10Y | +298.8% | +420.6% | -121.8% | +44.8% |
| All | +1,236.8% | +2,662.4% | -1,425.6% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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