+126.0%
EWJ vs MOD
+1,005.7%
-879.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.9% | -6.2% | +2.5% |
| 7D | -1.5% | -13.9% | +12.5% | -0.2% |
| 30D | -6.5% | -41.5% | +35.0% | -1.0% |
| 3M | -5.6% | -45.7% | +40.1% | +0.5% |
| 6M | -0.3% | -61.1% | +60.9% | +9.6% |
| YTD | +13.9% | -20.5% | +34.4% | +14.6% |
| 1Y | +14.6% | -32.1% | +46.7% | +16.8% |
| 3Y | +66.6% | +146.5% | -79.8% | +41.9% |
| 5Y | +47.7% | +812.7% | -765.1% | +6.2% |
| 10Y | +126.0% | +966.8% | -840.8% | +56.5% |
| All | +126.0% | +1,005.7% | -879.7% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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