+145.1%
MS vs EWJ
+53.7%
+91.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | -0.7% |
| 30D | -0.3% | +3.3% | -3.5% | -2.9% |
| 3M | +0.3% | +5.0% | -4.7% | -3.9% |
| 6M | +31.3% | +11.5% | +19.8% | +19.3% |
| YTD | +24.7% | +22.4% | +2.3% | +4.0% |
| 1Y | +47.9% | +30.2% | +17.7% | +16.7% |
| 3Y | +178.3% | +72.8% | +105.5% | +65.2% |
| All | +145.1% | +53.7% | +91.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling