+14.0%
MSCI vs EWJ
+0.6%
+13.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +1.0% |
| 7D | -1.9% | -1.9% | 0.0% | -2.3% |
| 30D | +16.5% | -5.3% | +21.8% | +14.7% |
| 3M | +18.2% | -4.3% | +22.5% | +16.9% |
| 6M | +14.0% | +0.4% | +13.6% | +16.5% |
| All | +14.0% | +0.6% | +13.4% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling