+30.2%
EWJ vs MOS
-17.5%
+47.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.2% |
| 7D | +2.5% | +9.5% | -7.0% | +1.4% |
| 30D | +3.3% | +10.4% | -7.1% | +2.0% |
| 3M | +5.0% | +12.9% | -7.9% | +3.0% |
| 6M | +11.5% | +1.2% | +10.3% | +10.2% |
| YTD | +22.4% | +9.3% | +13.1% | +19.9% |
| 1Y | +30.2% | -18.0% | +48.2% | +35.7% |
| All | +30.2% | -17.5% | +47.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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