+68.6%
MAR vs EWJ
+73.0%
-4.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.7% |
| 30D | -5.4% | +0.8% | -6.2% | -5.9% |
| 3M | -15.5% | +7.5% | -23.0% | -19.3% |
| 6M | +3.0% | +15.6% | -12.6% | -6.3% |
| YTD | +8.5% | +22.7% | -14.2% | -5.1% |
| 1Y | +26.0% | +26.4% | -0.5% | +7.9% |
| 3Y | +68.6% | +72.5% | -3.9% | +14.3% |
| All | +68.6% | +73.0% | -4.4% | +14.3% |
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