+154.7%
EWJ vs MTB
+1,958.2%
-1,803.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +2.9% | +2.8% | +0.1% | +2.1% |
| 30D | +1.1% | -4.2% | +5.3% | +2.3% |
| 3M | +7.1% | +7.8% | -0.7% | +4.7% |
| 6M | +16.2% | +14.8% | +1.4% | +11.5% |
| YTD | +22.0% | +20.8% | +1.2% | +15.3% |
| 1Y | +26.2% | +23.1% | +3.1% | +18.5% |
| 3Y | +73.5% | +114.8% | -41.4% | +37.1% |
| 5Y | +52.7% | +103.3% | -50.6% | +18.9% |
| 10Y | +138.5% | +173.0% | -34.5% | +58.6% |
| All | +154.7% | +1,958.2% | -1,803.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling