+52.5%
EWJ vs MAS
+32.0%
+20.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | +3.3% | -5.6% | +8.8% | +4.8% |
| 3M | +5.0% | +4.4% | +0.5% | +3.0% |
| 6M | +11.5% | +7.2% | +4.3% | +8.0% |
| YTD | +22.4% | +16.1% | +6.3% | +15.5% |
| 1Y | +30.2% | +0.1% | +30.1% | +28.0% |
| 3Y | +72.8% | +28.3% | +44.5% | +55.0% |
| All | +52.5% | +32.0% | +20.5% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling