+2,417.1%
MSCI vs EWJ
+153.1%
+2,264.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +0.4% | +2.5% | -2.1% | -1.5% |
| 30D | +0.6% | +3.3% | -2.7% | -2.1% |
| 3M | -7.1% | +5.0% | -12.1% | -11.8% |
| 6M | +0.8% | +11.5% | -10.7% | -9.7% |
| YTD | +1.0% | +22.4% | -21.4% | -16.8% |
| 1Y | +4.3% | +30.2% | -25.9% | -18.7% |
| 3Y | +9.9% | +72.8% | -62.9% | -34.1% |
| 5Y | -6.8% | +54.1% | -60.9% | -37.8% |
| 10Y | +614.7% | +140.6% | +474.1% | +233.3% |
| All | +2,417.1% | +153.1% | +2,264.0% | +973.6% |
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