+42.7%
MKSI vs EWJ
+18.0%
+24.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -7.4% |
| 7D | -10.7% | -1.2% | -9.5% | -8.8% |
| 30D | -30.5% | -5.5% | -25.0% | -22.9% |
| 3M | -39.2% | -0.8% | -38.4% | -37.9% |
| 6M | -33.0% | +7.1% | -40.1% | -37.5% |
| YTD | +22.3% | +16.9% | +5.4% | -1.4% |
| 1Y | +42.7% | +18.2% | +24.5% | +13.6% |
| All | +42.7% | +18.0% | +24.7% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling