+398.0%
MTZ vs EWJ
+126.4%
+271.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | +5.0% | +4.0% | +1.0% | +0.8% |
| 30D | -6.0% | -4.3% | -1.7% | -1.5% |
| 3M | -36.1% | -6.8% | -29.3% | -30.9% |
| 6M | -56.9% | -0.9% | -56.0% | -56.0% |
| YTD | -15.9% | +14.3% | -30.2% | -27.4% |
| 1Y | -3.8% | +15.3% | -19.1% | -17.9% |
| 3Y | +272.3% | +65.6% | +206.6% | +109.6% |
| 5Y | +91.1% | +47.5% | +43.6% | +22.4% |
| All | +398.0% | +126.4% | +271.7% | +98.7% |
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