+18.2%
EWJ vs MTCH
+27.4%
-9.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | +1.0% |
| 7D | -1.2% | -4.4% | +3.2% | -0.9% |
| 30D | -5.5% | -0.3% | -5.2% | -5.6% |
| 3M | -0.8% | -2.0% | +1.2% | -0.7% |
| 6M | +7.1% | +6.4% | +0.7% | +6.0% |
| YTD | +16.9% | +27.3% | -10.5% | +11.7% |
| 1Y | +18.2% | +30.3% | -12.1% | +12.0% |
| All | +18.2% | +27.4% | -9.2% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling