+15,808.0%
MA vs EWJ
+132.3%
+15,675.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.2% |
| 7D | -1.8% | -1.9% | +0.1% | -0.6% |
| 30D | +11.0% | -5.3% | +16.4% | +15.4% |
| 3M | +17.9% | -4.3% | +22.2% | +21.0% |
| 6M | +33.2% | +0.4% | +32.8% | +30.3% |
| YTD | +16.5% | +14.7% | +1.8% | +1.2% |
| 1Y | +19.1% | +14.7% | +4.4% | +3.3% |
| 3Y | +70.6% | +66.2% | +4.4% | +6.6% |
| 5Y | +92.1% | +50.2% | +41.9% | +30.5% |
| 10Y | +569.6% | +127.1% | +442.5% | +233.4% |
| All | +15,808.0% | +132.3% | +15,675.7% | +7,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling