+184.7%
MS vs EWJ
+72.2%
+112.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.4% | +2.5% | -1.1% | -0.4% |
| 30D | -0.3% | +3.3% | -3.5% | -2.6% |
| 3M | +0.3% | +5.0% | -4.7% | -3.3% |
| 6M | +31.3% | +11.5% | +19.8% | +21.0% |
| YTD | +24.7% | +22.4% | +2.3% | +6.8% |
| 1Y | +47.9% | +30.2% | +17.7% | +20.9% |
| All | +184.7% | +72.2% | +112.4% | +85.2% |
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