-2.2%
MA vs EWZ
+36.3%
-38.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.7% | +6.5% | -9.2% | -2.9% |
| 30D | +1.5% | +4.8% | -3.3% | +1.4% |
| 3M | +20.4% | +9.9% | +10.5% | +20.0% |
| 6M | +11.1% | +1.9% | +9.2% | +10.4% |
| YTD | +2.0% | +20.3% | -18.3% | +0.3% |
| 1Y | -2.2% | +35.6% | -37.8% | -4.7% |
| All | -2.2% | +36.3% | -38.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling