+432.5%
EWZ vs MAR
+2,241.2%
-1,808.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.5% | -4.2% | +10.6% | +8.6% |
| 30D | +4.8% | -6.7% | +11.5% | +8.3% |
| 3M | +9.9% | -12.5% | +22.4% | +16.6% |
| 6M | +1.9% | +0.6% | +1.4% | +0.9% |
| YTD | +20.3% | +9.1% | +11.2% | +13.6% |
| 1Y | +35.6% | +26.2% | +9.4% | +18.6% |
| 3Y | +43.4% | +68.2% | -24.7% | +5.5% |
| 5Y | +55.9% | +163.9% | -108.0% | -13.2% |
| 10Y | +84.2% | +420.6% | -336.4% | -35.2% |
| All | +432.5% | +2,241.2% | -1,808.6% | -20.1% |
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