+116.1%
EWJ vs MGY
+209.8%
-93.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.5% | +1.8% | -3.3% | -1.7% |
| 30D | +0.2% | +6.5% | -6.3% | -0.7% |
| 3M | +8.6% | +0.3% | +8.3% | +8.2% |
| 6M | +12.1% | -2.4% | +14.5% | +11.7% |
| YTD | +20.1% | +29.0% | -8.9% | +14.8% |
| 1Y | +25.2% | +17.0% | +8.1% | +21.1% |
| 3Y | +70.8% | +26.2% | +44.6% | +61.7% |
| 5Y | +49.2% | +92.3% | -43.2% | +30.6% |
| All | +116.1% | +209.8% | -93.7% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling