+8.1%
EWZ vs MAR
+62.0%
-54.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -4.1% | +7.7% | -11.8% | -5.1% |
| 30D | -25.0% | +19.4% | -44.3% | -27.1% |
| 3M | -10.6% | +23.3% | -34.0% | -13.9% |
| 6M | -16.6% | +22.8% | -39.5% | -20.1% |
| YTD | +2.5% | +37.8% | -35.3% | -5.1% |
| 1Y | +8.1% | +57.4% | -49.3% | -4.6% |
| All | +8.1% | +62.0% | -54.0% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling