+5,303.8%
MO vs EWJ
+153.3%
+5,150.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | +3.6% | +1.0% | +2.6% | +3.2% |
| 3M | -3.7% | +7.2% | -10.9% | -6.0% |
| 6M | +4.5% | +13.9% | -9.4% | 0.0% |
| YTD | +21.5% | +20.8% | +0.7% | +14.1% |
| 1Y | +9.5% | +26.4% | -16.8% | +1.4% |
| 3Y | +93.6% | +71.8% | +21.8% | +61.9% |
| 5Y | +97.5% | +49.9% | +47.6% | +70.9% |
| 10Y | +111.2% | +140.0% | -28.8% | +59.9% |
| All | +5,303.8% | +153.3% | +5,150.5% | +3,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling