-14.3%
MTZ vs EWJ
+18.0%
-32.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.4% | -16.8% | -16.9% |
| 7D | -7.4% | -1.2% | -6.2% | -6.5% |
| 30D | -23.6% | -5.5% | -18.1% | -18.6% |
| 3M | -38.3% | -0.8% | -37.5% | -37.7% |
| 6M | -60.6% | +7.1% | -67.7% | -62.5% |
| YTD | -22.9% | +16.9% | -39.8% | -34.5% |
| 1Y | -14.3% | +18.2% | -32.5% | -27.8% |
| All | -14.3% | +18.0% | -32.2% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling