+26.4%
EWJ vs MCO
-5.7%
+32.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | +0.3% | -3.8% | +4.1% | +0.4% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +7.5% | +7.7% | -0.2% | +7.0% |
| 6M | +15.6% | +7.0% | +8.6% | +14.9% |
| YTD | +22.7% | -6.4% | +29.1% | +23.4% |
| 1Y | +26.4% | -7.6% | +34.1% | +26.5% |
| All | +26.4% | -5.7% | +32.1% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling