+30.2%
EWJ vs MGY
+15.5%
+14.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.2% |
| 7D | +2.5% | +2.1% | +0.4% | +2.7% |
| 30D | +3.3% | +13.8% | -10.5% | +4.5% |
| 3M | +5.0% | -4.3% | +9.3% | +5.0% |
| 6M | +11.5% | -5.1% | +16.6% | +9.8% |
| YTD | +22.4% | +24.8% | -2.4% | +16.5% |
| 1Y | +30.2% | +11.8% | +18.4% | +25.2% |
| All | +30.2% | +15.5% | +14.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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