+115.9%
EWJ vs MAS
+214.9%
-98.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -5.0% | +2.4% | -7.4% | -5.6% |
| 30D | -10.2% | +19.8% | -30.1% | -14.9% |
| 3M | -7.2% | +9.8% | -17.1% | -9.9% |
| 6M | -3.2% | +15.8% | -19.0% | -8.0% |
| YTD | +9.9% | +31.8% | -21.9% | -0.1% |
| 1Y | +11.0% | +35.4% | -24.4% | 0.0% |
| 3Y | +57.3% | +59.2% | -1.9% | +32.6% |
| 5Y | +41.3% | +41.2% | 0.0% | +20.8% |
| All | +115.9% | +214.9% | -98.9% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling