+42.6%
EWZ vs MAS
+219.8%
-177.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.3% |
| 7D | -4.2% | +4.6% | -8.7% | -5.8% |
| 30D | -26.1% | +19.9% | -46.0% | -31.1% |
| 3M | -12.0% | +8.9% | -20.9% | -15.2% |
| 6M | -19.3% | +20.2% | -39.4% | -25.6% |
| YTD | +0.9% | +33.9% | -33.0% | -11.9% |
| 1Y | +3.4% | +34.7% | -31.3% | -10.0% |
| 3Y | +18.6% | +60.4% | -41.8% | -7.9% |
| 5Y | +56.6% | +43.5% | +13.1% | +24.3% |
| All | +42.6% | +219.8% | -177.2% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling