+12,414.5%
MSFT vs EWJ
+156.6%
+12,257.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -2.7% | +2.5% | -5.2% | -4.1% |
| 30D | +2.7% | +3.3% | -0.6% | +0.7% |
| 3M | +17.0% | +5.0% | +12.0% | +13.3% |
| 6M | +23.8% | +11.5% | +12.3% | +15.3% |
| YTD | +4.0% | +22.4% | -18.4% | -8.5% |
| 1Y | -0.8% | +30.2% | -31.0% | -16.0% |
| 3Y | +55.6% | +72.8% | -17.2% | +10.4% |
| 5Y | +72.9% | +54.1% | +18.8% | +31.6% |
| 10Y | +875.8% | +140.6% | +735.2% | +489.9% |
| All | +12,414.5% | +156.6% | +12,257.9% | +6,009.6% |
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