+141.9%
EWJ vs MCO
+393.6%
-251.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +0.3% | -3.8% | +4.1% | +1.6% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +7.5% | +7.7% | -0.2% | +4.3% |
| 6M | +15.6% | +7.0% | +8.6% | +12.1% |
| YTD | +22.7% | -6.4% | +29.1% | +24.0% |
| 1Y | +26.4% | -7.6% | +34.1% | +27.9% |
| 3Y | +72.5% | +43.2% | +29.3% | +47.4% |
| 5Y | +52.4% | +29.6% | +22.9% | +32.1% |
| All | +141.9% | +393.6% | -251.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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