+5,744.5%
MU vs EWJ
+139.2%
+5,605.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.0% |
| 7D | +2.0% | -1.5% | +3.5% | +4.4% |
| 30D | +12.5% | +0.2% | +12.4% | +12.5% |
| 3M | +9.6% | +8.6% | +1.0% | +0.1% |
| 6M | +142.6% | +12.1% | +130.5% | +114.8% |
| YTD | +242.7% | +20.1% | +222.6% | +173.5% |
| 1Y | +599.3% | +25.2% | +574.1% | +429.4% |
| 3Y | +1,308.3% | +70.8% | +1,237.5% | +586.6% |
| 5Y | +1,263.7% | +49.2% | +1,214.5% | +725.5% |
| All | +5,744.5% | +139.2% | +5,605.3% | +1,739.6% |
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