+47.6%
EWJ vs MTB
+61.4%
-13.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +4.0% | +1.5% | +2.4% | +3.6% |
| 30D | -4.3% | +2.3% | -6.6% | -4.8% |
| 3M | -6.8% | -12.1% | +5.3% | -4.0% |
| 6M | -0.9% | +9.8% | -10.7% | -3.3% |
| YTD | +14.3% | +12.0% | +2.3% | +10.9% |
| 1Y | +15.3% | +22.0% | -6.7% | +9.6% |
| 3Y | +65.6% | +107.6% | -42.0% | +38.6% |
| All | +47.6% | +61.4% | -13.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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