+176.8%
MS vs EWJ
+66.4%
+110.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +5.1% | +4.0% | +1.1% | +2.1% |
| 30D | +5.7% | -4.3% | +9.9% | +9.2% |
| 3M | -12.2% | -6.8% | -5.4% | -7.5% |
| 6M | -0.5% | -0.9% | +0.4% | +0.1% |
| YTD | +9.8% | +14.3% | -4.4% | -1.0% |
| 1Y | +17.7% | +15.3% | +2.4% | +5.4% |
| 3Y | +176.8% | +65.6% | +111.2% | +92.6% |
| All | +176.8% | +66.4% | +110.4% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling