+40.1%
MA vs EWJ
+73.3%
-33.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.8% | +2.9% | -4.6% | -2.6% |
| 30D | +1.4% | +1.1% | +0.3% | +1.0% |
| 3M | +17.7% | +7.1% | +10.6% | +14.8% |
| 6M | +9.7% | +16.2% | -6.5% | +3.2% |
| YTD | +0.5% | +22.0% | -21.5% | -7.9% |
| 1Y | -2.1% | +26.2% | -28.3% | -11.8% |
| 3Y | +40.1% | +73.5% | -33.4% | +2.3% |
| All | +40.1% | +73.3% | -33.2% | +2.3% |
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