+54.2%
EWZ vs MAR
+181.1%
-126.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | +1.6% | -0.9% | +0.3% |
| 30D | -24.4% | +13.8% | -38.2% | -27.1% |
| 3M | -4.6% | +20.3% | -24.9% | -9.5% |
| 6M | -11.6% | +21.3% | -32.9% | -16.6% |
| YTD | +2.4% | +37.2% | -34.8% | -7.2% |
| 1Y | +2.1% | +48.4% | -46.4% | -9.6% |
| 3Y | +18.7% | +120.1% | -101.4% | -8.4% |
| All | +54.2% | +181.1% | -126.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling