-11.7%
MP vs EWJ
+26.9%
-38.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +2.0% |
| 7D | +3.0% | +2.9% | +0.2% | -0.8% |
| 30D | +8.3% | +1.1% | +7.2% | +6.7% |
| 3M | -3.8% | +7.1% | -11.0% | -11.8% |
| 6M | -4.9% | +16.2% | -21.1% | -19.8% |
| YTD | +9.6% | +22.0% | -12.4% | -12.1% |
| 1Y | -11.7% | +26.2% | -37.9% | -30.7% |
| All | -11.7% | +26.9% | -38.6% | -30.7% |
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