+265.1%
MU vs EWJ
+18.0%
+247.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -9.7% |
| 7D | -19.1% | -1.2% | -17.9% | -17.3% |
| 30D | -25.2% | -5.5% | -19.8% | -16.3% |
| 3M | -10.9% | -0.8% | -10.1% | -9.9% |
| 6M | +38.0% | +7.1% | +30.9% | +31.0% |
| YTD | +178.8% | +16.9% | +161.9% | +125.7% |
| 1Y | +265.1% | +18.2% | +247.0% | +189.2% |
| All | +265.1% | +18.0% | +247.2% | +189.2% |
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 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