+50.4%
EWJ vs MTCH
-73.3%
+123.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +0.8% | +15.9% | -15.1% | -1.6% |
| 3M | +7.5% | +23.3% | -15.8% | +3.7% |
| 6M | +15.6% | +40.1% | -24.6% | +9.1% |
| YTD | +22.7% | +33.6% | -10.9% | +16.5% |
| 1Y | +26.4% | +14.1% | +12.3% | +22.9% |
| 3Y | +72.5% | +1.4% | +71.1% | +67.3% |
| All | +50.4% | -73.3% | +123.7% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling