-7.5%
MSCI vs EWJ
+53.7%
-61.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.4% | +2.5% | -2.1% | -1.1% |
| 30D | +0.6% | +3.3% | -2.7% | -1.6% |
| 3M | -7.1% | +5.0% | -12.1% | -10.8% |
| 6M | +0.8% | +11.5% | -10.7% | -7.9% |
| YTD | +1.0% | +22.4% | -21.4% | -15.2% |
| 1Y | +4.3% | +30.2% | -25.9% | -17.2% |
| 3Y | +9.9% | +72.8% | -62.9% | -36.9% |
| All | -7.5% | +53.7% | -61.2% | -40.1% |
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