+4.3%
EWZ vs MAR
+48.4%
-44.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +4.3% | -5.8% | -2.0% |
| 30D | -24.5% | +16.8% | -41.3% | -26.3% |
| 3M | -10.7% | +16.0% | -26.7% | -12.6% |
| 6M | -19.1% | +16.5% | -35.5% | -21.3% |
| YTD | +1.6% | +35.0% | -33.4% | -4.9% |
| 1Y | +4.3% | +49.4% | -45.1% | -4.8% |
| All | +4.3% | +48.4% | -44.1% | -4.8% |
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