-2.2%
MA vs EWJ
+26.8%
-29.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -3.5% | +1.0% | -4.5% | -3.5% |
| 30D | +0.8% | +1.0% | -0.2% | +0.7% |
| 3M | +14.8% | +7.2% | +7.6% | +14.3% |
| 6M | +10.0% | +13.9% | -3.9% | +8.1% |
| YTD | -0.1% | +20.8% | -20.9% | -4.1% |
| 1Y | -2.2% | +26.4% | -28.6% | -7.5% |
| All | -2.2% | +26.8% | -29.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling