+3,013.1%
MS vs EWJ
+140.6%
+2,872.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | -0.2% |
| 7D | -1.7% | -1.9% | +0.1% | 0.0% |
| 30D | +0.9% | -5.3% | +6.3% | +6.5% |
| 3M | -10.8% | -4.3% | -6.5% | -7.0% |
| 6M | +0.9% | +0.4% | +0.5% | +0.2% |
| YTD | +9.8% | +14.7% | -4.9% | -5.1% |
| 1Y | +17.1% | +14.7% | +2.3% | +1.0% |
| 3Y | +175.7% | +66.2% | +109.5% | +62.3% |
| 5Y | +125.9% | +50.2% | +75.7% | +47.2% |
| 10Y | +556.2% | +127.1% | +429.1% | +198.4% |
| All | +3,013.1% | +140.6% | +2,872.5% | +1,072.9% |
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