-8.0%
MRSH vs EWJ
+31.1%
-39.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.3% |
| 7D | -3.6% | +2.5% | -6.1% | -2.9% |
| 30D | -3.0% | +3.3% | -6.3% | -2.0% |
| 3M | +15.8% | +5.0% | +10.9% | +17.9% |
| 6M | +1.6% | +11.5% | -10.0% | +4.4% |
| YTD | +1.7% | +22.4% | -20.7% | +4.4% |
| 1Y | -8.0% | +30.2% | -38.2% | -5.9% |
| All | -8.0% | +31.1% | -39.2% | -5.9% |
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