+20.0%
EWZ vs MAS
+67.0%
-47.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +0.6% |
| 7D | -4.1% | +14.2% | -18.2% | -6.4% |
| 30D | -25.0% | +26.8% | -51.8% | -28.3% |
| 3M | -10.6% | +13.1% | -23.8% | -12.8% |
| 6M | -16.6% | +27.9% | -44.5% | -21.1% |
| YTD | +2.5% | +38.7% | -36.2% | -5.4% |
| 1Y | +8.1% | +40.4% | -32.3% | -0.5% |
| All | +20.0% | +67.0% | -47.0% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling