+631.0%
MSCI vs EWJ
+138.2%
+492.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.9% |
| 30D | -1.2% | +1.0% | -2.2% | -2.1% |
| 3M | -8.4% | +7.2% | -15.6% | -14.6% |
| 6M | -1.0% | +13.9% | -14.9% | -13.4% |
| YTD | -2.3% | +20.8% | -23.1% | -19.9% |
| 1Y | -1.2% | +26.4% | -27.5% | -22.7% |
| 3Y | +7.9% | +71.8% | -63.8% | -40.2% |
| 5Y | -10.1% | +49.9% | -59.9% | -42.5% |
| 10Y | +631.0% | +140.0% | +491.0% | +185.0% |
| All | +631.0% | +138.2% | +492.7% | +185.0% |
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