+67.0%
EWZ vs MAR
+541.3%
-474.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.2% |
| 30D | -25.5% | +16.2% | -41.7% | -30.0% |
| 3M | -4.5% | +23.1% | -27.6% | -12.5% |
| 6M | -15.3% | +22.0% | -37.2% | -22.4% |
| YTD | +3.1% | +39.2% | -36.1% | -11.0% |
| 1Y | +1.2% | +48.3% | -47.0% | -14.9% |
| 3Y | +19.3% | +123.4% | -104.1% | -17.6% |
| 5Y | +52.3% | +185.4% | -133.1% | -8.9% |
| 10Y | +67.0% | +539.2% | -472.2% | -22.1% |
| All | +67.0% | +541.3% | -474.3% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling