+4.9%
MSCI vs EWJ
+47.4%
-42.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -1.3% |
| 7D | +1.5% | -1.5% | +2.9% | +2.3% |
| 30D | +14.4% | -6.5% | +20.9% | +18.9% |
| 3M | +15.2% | -5.6% | +20.8% | +18.8% |
| 6M | +11.2% | -0.3% | +11.5% | +9.5% |
| YTD | +13.9% | +13.9% | 0.0% | -0.4% |
| 1Y | +12.5% | +14.6% | -2.1% | -2.3% |
| 3Y | +32.3% | +66.6% | -34.3% | -24.3% |
| 5Y | +4.9% | +47.7% | -42.8% | -30.4% |
| All | +4.9% | +47.4% | -42.6% | -30.4% |
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