+753.2%
MTZ vs EWJ
+138.2%
+614.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.1% |
| 30D | -10.3% | +1.0% | -11.3% | -11.2% |
| 3M | -31.8% | +7.2% | -39.1% | -36.2% |
| 6M | -19.2% | +13.9% | -33.1% | -29.4% |
| YTD | +10.7% | +20.8% | -10.1% | -9.9% |
| 1Y | +37.5% | +26.4% | +11.2% | +6.4% |
| 3Y | +162.4% | +71.8% | +90.6% | +42.8% |
| 5Y | +166.3% | +49.9% | +116.5% | +69.3% |
| 10Y | +753.2% | +140.0% | +613.2% | +239.2% |
| All | +753.2% | +138.2% | +614.9% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling