+49.2%
EWJ vs MUB
+0.7%
+48.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | +0.3% |
| 7D | -1.5% | -1.2% | -0.3% | -0.1% |
| 30D | +0.2% | -2.8% | +2.9% | +3.4% |
| 3M | +8.6% | -3.1% | +11.6% | +12.6% |
| 6M | +12.1% | -2.9% | +15.0% | +16.0% |
| YTD | +20.1% | -2.0% | +22.1% | +23.3% |
| 1Y | +25.2% | 0.0% | +25.2% | +26.1% |
| 3Y | +70.8% | +7.4% | +63.4% | +59.1% |
| 5Y | +49.2% | +0.8% | +48.4% | +38.6% |
| All | +49.2% | +0.7% | +48.4% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling