+47.6%
EWJ vs MOS
-33.6%
+81.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 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% | +13.8% |
| 1Y | +15.3% | -11.1% | +26.4% | +15.4% |
| 3Y | +65.6% | -30.3% | +95.9% | +68.0% |
| All | +47.6% | -33.6% | +81.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling