+50.3%
EWZ vs MAR
+540.7%
-490.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -25.1% | +14.0% | -39.1% | -29.1% |
| 3M | -7.7% | +18.1% | -25.8% | -14.0% |
| 6M | -15.8% | +18.6% | -34.4% | -22.1% |
| YTD | +3.6% | +35.3% | -31.6% | -9.5% |
| 1Y | +5.5% | +44.5% | -39.0% | -10.4% |
| 3Y | +22.1% | +120.7% | -98.6% | -15.4% |
| 5Y | +58.3% | +164.1% | -105.7% | -2.2% |
| 10Y | +50.3% | +515.5% | -465.2% | -34.5% |
| All | +50.3% | +540.7% | -490.5% | -34.5% |
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