+3,817.3%
MTZ vs EWJ
+130.5%
+3,686.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.5% | +9.5% |
| 7D | -6.4% | -5.0% | -1.4% | -3.0% |
| 30D | -22.1% | -10.2% | -11.8% | -15.7% |
| 3M | -32.7% | -7.2% | -25.4% | -28.8% |
| 6M | -59.8% | -3.2% | -56.6% | -58.5% |
| YTD | -19.9% | +9.9% | -29.8% | -24.8% |
| 1Y | -11.5% | +11.0% | -22.4% | -17.5% |
| 3Y | +258.1% | +57.3% | +200.8% | +160.9% |
| 5Y | +85.5% | +41.3% | +44.3% | +45.7% |
| 10Y | +492.2% | +117.5% | +374.7% | +258.7% |
| All | +3,817.3% | +130.5% | +3,686.8% | +1,759.8% |
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 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