+49.3%
EWJ vs MSTU
-87.2%
+136.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -0.8% |
| 7D | +1.0% | +12.9% | -11.9% | +0.3% |
| 30D | +1.0% | +68.3% | -67.4% | -1.7% |
| 3M | +7.2% | +0.4% | +6.9% | +5.8% |
| 6M | +13.9% | -41.5% | +55.4% | +13.7% |
| YTD | +20.8% | -61.7% | +82.5% | +20.7% |
| 1Y | +26.4% | -93.7% | +120.0% | +32.8% |
| All | +49.3% | -87.2% | +136.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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