+155.6%
EWJ vs MOD
+1,086.7%
-931.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.2% |
| 7D | +2.5% | +9.6% | -7.1% | +1.1% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | +5.0% | -35.4% | +40.4% | +11.1% |
| 6M | +11.5% | -7.3% | +18.8% | +11.1% |
| YTD | +22.4% | +45.8% | -23.4% | +13.4% |
| 1Y | +30.2% | +43.1% | -12.9% | +19.9% |
| 3Y | +72.8% | +297.7% | -224.9% | +29.7% |
| 5Y | +54.1% | +1,478.8% | -1,424.6% | -9.6% |
| 10Y | +140.6% | +1,633.4% | -1,492.8% | +22.6% |
| All | +155.6% | +1,086.7% | -931.2% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling