+141.9%
EWJ vs MUB
+17.2%
+124.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +1.0% |
| 30D | +0.8% | -2.4% | +3.2% | +3.0% |
| 3M | +7.5% | -2.8% | +10.3% | +10.3% |
| 6M | +15.6% | -2.2% | +17.8% | +18.0% |
| YTD | +22.7% | -1.6% | +24.3% | +24.7% |
| 1Y | +26.4% | 0.0% | +26.4% | +26.8% |
| 3Y | +72.5% | +7.9% | +64.6% | +62.4% |
| 5Y | +52.4% | +1.2% | +51.2% | +50.1% |
| All | +141.9% | +17.2% | +124.7% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling