+65.6%
EWJ vs MOS
-28.2%
+93.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | -2.0% | +5.9% | +4.2% |
| 30D | -4.3% | +15.3% | -19.6% | -6.5% |
| 3M | -6.8% | +1.5% | -8.3% | -7.4% |
| 6M | -0.9% | -2.0% | +1.1% | -1.4% |
| YTD | +14.3% | -6.5% | +20.8% | +13.5% |
| 1Y | +15.3% | -11.1% | +26.4% | +15.4% |
| 3Y | +65.6% | -30.3% | +95.9% | +65.4% |
| All | +65.6% | -28.2% | +93.8% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling