+156.3%
EWJ vs MTCH
+2,079.5%
-1,923.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 6M | +15.6% | +40.1% | -24.6% | +9.0% |
| YTD | +22.7% | +33.6% | -10.9% | +16.4% |
| 1Y | +26.4% | +14.1% | +12.3% | +22.8% |
| 3Y | +72.5% | +1.4% | +71.1% | +67.1% |
| 5Y | +52.4% | -73.1% | +125.6% | +76.2% |
| 10Y | +143.8% | +204.8% | -60.9% | +71.5% |
| All | +156.3% | +2,079.5% | -1,923.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling