+96.0%
MA vs EWJ
+47.4%
+48.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | -1.3% |
| 7D | -0.3% | -1.5% | +1.1% | +0.3% |
| 30D | +11.3% | -6.5% | +17.8% | +15.0% |
| 3M | +16.7% | -5.6% | +22.3% | +19.6% |
| 6M | +32.8% | -0.3% | +33.0% | +31.2% |
| YTD | +15.6% | +13.9% | +1.7% | +4.0% |
| 1Y | +19.6% | +14.6% | +5.0% | +7.0% |
| 3Y | +72.1% | +66.6% | +5.5% | +11.1% |
| 5Y | +96.0% | +47.7% | +48.4% | +41.9% |
| All | +96.0% | +47.4% | +48.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling