+349.8%
EWZ vs MAR
+2,797.5%
-2,447.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.5% | +4.3% | -5.8% | -3.5% |
| 30D | -24.5% | +16.8% | -41.3% | -30.3% |
| 3M | -10.7% | +16.0% | -26.7% | -17.5% |
| 6M | -19.1% | +16.5% | -35.5% | -25.8% |
| YTD | +1.6% | +35.0% | -33.4% | -14.0% |
| 1Y | +4.3% | +49.4% | -45.1% | -16.2% |
| 3Y | +19.0% | +124.1% | -105.1% | -24.3% |
| 5Y | +57.7% | +159.2% | -101.5% | -11.2% |
| 10Y | +51.3% | +553.9% | -502.6% | -52.6% |
| All | +349.8% | +2,797.5% | -2,447.7% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling