+243.8%
MET vs EWJ
+144.4%
+99.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -1.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | +0.5% | +0.8% | -0.3% | -0.3% |
| 3M | +11.6% | +7.5% | +4.1% | +3.2% |
| 6M | +40.8% | +15.6% | +25.2% | +20.2% |
| YTD | +25.7% | +22.7% | +2.9% | +0.2% |
| 1Y | +24.4% | +26.4% | -2.1% | -4.1% |
| 3Y | +67.5% | +72.5% | -5.1% | -10.4% |
| 5Y | +85.8% | +52.4% | +33.4% | +15.7% |
| All | +243.8% | +144.4% | +99.3% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling