+13,020.1%
MSFT vs EWJ
+139.6%
+12,880.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.3% | +4.0% | -5.2% | -3.5% |
| 30D | -1.8% | -4.3% | +2.4% | +0.6% |
| 3M | +5.6% | -6.8% | +12.4% | +9.9% |
| 6M | +29.8% | -0.9% | +30.7% | +29.8% |
| YTD | +9.0% | +14.3% | -5.3% | -0.3% |
| 1Y | +4.9% | +15.3% | -10.4% | -4.6% |
| 3Y | +46.2% | +65.6% | -19.4% | +6.2% |
| 5Y | +62.1% | +47.5% | +14.7% | +26.6% |
| 10Y | +899.6% | +126.2% | +773.4% | +525.9% |
| All | +13,020.1% | +139.6% | +12,880.5% | +6,556.9% |
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