+347.5%
EWJ vs MOH
+1,358.8%
-1,011.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | +7.5% | +5.7% | +1.8% | +6.5% |
| 6M | +15.6% | +39.1% | -23.5% | +10.4% |
| YTD | +22.7% | +17.7% | +5.0% | +18.5% |
| 1Y | +26.4% | +8.4% | +18.0% | +22.8% |
| 3Y | +72.5% | -36.6% | +109.1% | +74.8% |
| 5Y | +52.4% | -19.1% | +71.5% | +48.1% |
| 10Y | +143.8% | +262.8% | -119.0% | +83.7% |
| All | +347.5% | +1,358.8% | -1,011.2% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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