+2,785.5%
MSCI vs EWJ
+132.8%
+2,652.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.5% |
| 7D | +2.7% | -2.4% | +5.0% | +4.4% |
| 30D | +16.2% | -7.6% | +23.9% | +23.3% |
| 3M | +17.1% | -5.9% | +23.0% | +21.9% |
| 6M | +13.0% | -1.5% | +14.5% | +12.0% |
| YTD | +15.8% | +12.6% | +3.2% | +1.3% |
| 1Y | +15.5% | +12.7% | +2.8% | +0.7% |
| 3Y | +32.3% | +63.1% | -30.8% | -17.5% |
| 5Y | +8.2% | +48.2% | -40.1% | -26.2% |
| 10Y | +800.7% | +123.1% | +677.6% | +343.6% |
| All | +2,785.5% | +132.8% | +2,652.7% | +1,207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling