-41.2%
MP vs EWJ
+14.5%
-55.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +1.4% |
| 7D | -1.6% | -1.5% | -0.1% | +0.3% |
| 30D | -18.2% | -6.5% | -11.7% | -9.8% |
| 3M | -26.1% | -5.6% | -20.5% | -19.7% |
| 6M | -44.0% | -0.3% | -43.8% | -43.4% |
| YTD | -25.3% | +13.9% | -39.2% | -38.8% |
| All | -41.2% | +14.5% | -55.7% | -52.0% |
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