+197.3%
MKSI vs EWJ
+73.0%
+124.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | -1.5% |
| 7D | +2.7% | +0.3% | +2.4% | +2.2% |
| 30D | -12.8% | +0.8% | -13.6% | -13.9% |
| 3M | -22.5% | +7.5% | -30.0% | -29.8% |
| 6M | +19.4% | +15.6% | +3.8% | -2.2% |
| YTD | +67.7% | +22.7% | +45.0% | +24.6% |
| 1Y | +131.4% | +26.4% | +105.0% | +65.4% |
| 3Y | +197.3% | +72.5% | +124.8% | +39.2% |
| All | +197.3% | +73.0% | +124.3% | +39.2% |
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