+356.3%
EWZ vs MAR
+2,885.9%
-2,529.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.1% |
| 30D | -25.5% | +16.2% | -41.7% | -31.0% |
| 3M | -4.5% | +23.1% | -27.6% | -14.3% |
| 6M | -15.3% | +22.0% | -37.2% | -24.1% |
| YTD | +3.1% | +39.2% | -36.1% | -14.0% |
| 1Y | +1.2% | +48.3% | -47.0% | -18.3% |
| 3Y | +19.3% | +123.4% | -104.1% | -24.0% |
| 5Y | +52.3% | +185.4% | -133.1% | -18.2% |
| 10Y | +67.0% | +539.2% | -472.2% | -47.0% |
| All | +356.3% | +2,885.9% | -2,529.6% | -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