+2,172.5%
MRSH vs EWJ
+151.8%
+2,020.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -5.9% | -1.5% | -4.4% | -5.3% |
| 30D | -7.3% | +0.2% | -7.5% | -7.4% |
| 3M | +6.7% | +8.6% | -1.9% | +2.0% |
| 6M | +3.0% | +12.1% | -9.2% | -3.6% |
| YTD | -2.9% | +20.1% | -23.0% | -12.3% |
| 1Y | -9.0% | +25.2% | -34.2% | -19.6% |
| 3Y | -4.3% | +70.8% | -75.1% | -28.2% |
| 5Y | +19.4% | +49.2% | -29.7% | -4.8% |
| 10Y | +218.1% | +138.6% | +79.5% | +103.6% |
| All | +2,172.5% | +151.8% | +2,020.7% | +1,063.8% |
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