+578.8%
MS vs EWJ
+126.6%
+452.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | -0.8% |
| 7D | +0.7% | -1.5% | +2.2% | +2.3% |
| 30D | -0.9% | -6.5% | +5.6% | +6.5% |
| 3M | -13.0% | -5.6% | -7.4% | -7.6% |
| 6M | -2.0% | -0.3% | -1.7% | -2.2% |
| YTD | +7.8% | +13.9% | -6.1% | -8.2% |
| 1Y | +17.9% | +14.6% | +3.3% | -0.3% |
| 3Y | +174.8% | +66.6% | +108.2% | +44.6% |
| 5Y | +119.9% | +47.7% | +72.2% | +35.3% |
| 10Y | +578.8% | +126.0% | +452.8% | +162.7% |
| All | +578.8% | +126.6% | +452.2% | +162.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling