+513.2%
MA vs EWJ
+138.2%
+375.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.2% |
| 7D | -3.5% | +1.0% | -4.5% | -4.3% |
| 30D | +0.8% | +1.0% | -0.2% | -0.2% |
| 3M | +14.8% | +7.2% | +7.6% | +7.3% |
| 6M | +10.0% | +13.9% | -3.9% | -3.4% |
| YTD | -0.1% | +20.8% | -20.9% | -17.6% |
| 1Y | -2.2% | +26.4% | -28.6% | -23.0% |
| 3Y | +39.3% | +71.8% | -32.5% | -22.1% |
| 5Y | +66.3% | +49.9% | +16.5% | +7.9% |
| 10Y | +513.2% | +140.0% | +373.3% | +145.5% |
| All | +513.2% | +138.2% | +375.0% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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