+32.3%
MSCI vs EWJ
+65.0%
-32.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.1% |
| 7D | +1.5% | -1.5% | +2.9% | +1.8% |
| 30D | +14.4% | -6.5% | +20.9% | +16.4% |
| 3M | +15.2% | -5.6% | +20.8% | +16.8% |
| 6M | +11.2% | -0.3% | +11.5% | +10.5% |
| YTD | +13.9% | +13.9% | 0.0% | +5.9% |
| 1Y | +12.5% | +14.6% | -2.1% | +4.2% |
| 3Y | +32.3% | +66.6% | -34.3% | -3.9% |
| All | +32.3% | +65.0% | -32.7% | -3.9% |
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 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