+89.6%
MA vs EWZ
+53.9%
+35.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +1.8% | +1.3% | +0.5% | +1.5% |
| 30D | +11.8% | -26.2% | +38.0% | +18.1% |
| 3M | +17.2% | -8.6% | +25.8% | +17.9% |
| 6M | +33.4% | -17.0% | +50.4% | +37.0% |
| YTD | +16.1% | +2.2% | +14.0% | +12.8% |
| 1Y | +19.9% | +2.7% | +17.2% | +16.1% |
| 3Y | +70.1% | +18.2% | +51.9% | +56.4% |
| 5Y | +89.6% | +56.0% | +33.6% | +58.8% |
| All | +89.6% | +53.9% | +35.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling