+73.5%
MSFT vs EWJ
+47.6%
+25.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | -3.5% | -1.5% | -2.0% | -2.6% |
| 30D | -2.1% | +0.2% | -2.2% | -2.3% |
| 3M | +24.2% | +8.6% | +15.6% | +17.2% |
| 6M | +21.9% | +12.1% | +9.7% | +12.1% |
| YTD | +2.5% | +20.1% | -17.6% | -10.8% |
| 1Y | -0.8% | +25.2% | -26.0% | -16.4% |
| 3Y | +50.8% | +70.8% | -20.0% | -5.0% |
| 5Y | +73.5% | +49.2% | +24.3% | +18.5% |
| All | +73.5% | +47.6% | +25.9% | +18.5% |
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 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