+48.9%
MSFT vs EWJ
+70.3%
-21.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.0% | +1.0% | -2.0% | -1.4% |
| 30D | -2.7% | +1.0% | -3.7% | -3.1% |
| 3M | +22.1% | +7.2% | +14.9% | +18.2% |
| 6M | +20.6% | +13.9% | +6.7% | +13.5% |
| YTD | +2.3% | +20.8% | -18.5% | -6.7% |
| 1Y | -0.5% | +26.4% | -26.9% | -11.3% |
| All | +48.9% | +70.3% | -21.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling