+115.9%
EWJ vs MAS
+213.7%
-97.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -5.0% | +2.0% | -7.0% | -5.5% |
| 30D | -10.2% | +19.4% | -29.6% | -14.8% |
| 3M | -7.2% | +9.4% | -16.7% | -9.8% |
| 6M | -3.2% | +15.3% | -18.5% | -8.0% |
| YTD | +9.9% | +31.3% | -21.4% | 0.0% |
| 1Y | +11.0% | +34.9% | -23.9% | +0.1% |
| 3Y | +57.3% | +58.6% | -1.3% | +32.8% |
| 5Y | +41.3% | +40.7% | +0.6% | +21.0% |
| All | +115.9% | +213.7% | -97.7% | +44.2% |
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