+40.1%
MA vs EWZ
+50.2%
-10.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.8% |
| 7D | -1.8% | +5.6% | -7.3% | -2.6% |
| 30D | +1.4% | +9.3% | -7.8% | -0.1% |
| 3M | +17.7% | +15.7% | +2.0% | +14.8% |
| 6M | +9.7% | +7.4% | +2.2% | +7.8% |
| YTD | +0.5% | +22.7% | -22.2% | -4.2% |
| 1Y | -2.1% | +36.4% | -38.5% | -9.2% |
| 3Y | +40.1% | +50.4% | -10.3% | +23.4% |
| All | +40.1% | +50.2% | -10.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling