+150.8%
EWJ vs MCO
+6,961.4%
-6,810.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.5% | -7.3% | +5.8% | +0.5% |
| 30D | +0.2% | -1.7% | +1.9% | +0.5% |
| 3M | +8.6% | +3.9% | +4.7% | +7.1% |
| 6M | +12.1% | +3.8% | +8.3% | +10.4% |
| YTD | +20.1% | -7.9% | +28.0% | +21.5% |
| 1Y | +25.2% | -6.8% | +32.0% | +26.0% |
| 3Y | +70.8% | +40.9% | +29.8% | +52.4% |
| 5Y | +49.2% | +27.5% | +21.7% | +35.0% |
| 10Y | +138.6% | +381.4% | -242.8% | +48.3% |
| All | +150.8% | +6,961.4% | -6,810.6% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling