+72.1%
MA vs EWJ
+65.0%
+7.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | -0.5% |
| 7D | -0.3% | -1.5% | +1.1% | 0.0% |
| 30D | +11.3% | -6.5% | +17.8% | +13.3% |
| 3M | +16.7% | -5.6% | +22.3% | +18.3% |
| 6M | +32.8% | -0.3% | +33.0% | +31.8% |
| YTD | +15.6% | +13.9% | +1.7% | +8.1% |
| 1Y | +19.6% | +14.6% | +5.0% | +11.5% |
| 3Y | +72.1% | +66.6% | +5.5% | +30.3% |
| All | +72.1% | +65.0% | +7.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling