+153.1%
MAR vs EWJ
+47.6%
+105.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.0% |
| 30D | -5.7% | +0.2% | -5.8% | -5.9% |
| 3M | -14.6% | +8.6% | -23.2% | -20.2% |
| 6M | +1.3% | +12.1% | -10.8% | -8.0% |
| YTD | +6.7% | +20.1% | -13.4% | -8.5% |
| 1Y | +26.4% | +25.2% | +1.3% | +4.6% |
| 3Y | +64.7% | +70.8% | -6.0% | +1.5% |
| 5Y | +153.1% | +49.2% | +103.9% | +73.5% |
| All | +153.1% | +47.6% | +105.5% | +73.5% |
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 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