+57.3%
EWJ vs MAS
+61.2%
-3.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.5% | -5.1% |
| 7D | -7.0% | +4.6% | -11.6% | -8.0% |
| 30D | -11.1% | +19.9% | -31.0% | -15.1% |
| 3M | -7.3% | +8.9% | -16.1% | -9.3% |
| 6M | -0.6% | +20.2% | -20.7% | -5.9% |
| YTD | +9.9% | +33.9% | -24.0% | +0.4% |
| 1Y | +11.2% | +34.7% | -23.5% | +1.3% |
| All | +57.3% | +61.2% | -3.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling