+66.5%
EWZ vs MKTX
+12.8%
+53.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -24.4% | +0.9% | -25.3% | -24.5% |
| 3M | -4.6% | +2.6% | -7.2% | -5.0% |
| 6M | -11.6% | +20.4% | -32.0% | -15.2% |
| YTD | +2.4% | -7.1% | +9.4% | +2.9% |
| 1Y | +2.1% | -2.8% | +4.8% | +1.6% |
| 3Y | +18.7% | -21.7% | +40.5% | +20.4% |
| 5Y | +54.2% | -54.5% | +108.7% | +73.1% |
| All | +66.5% | +12.8% | +53.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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