+4,609.2%
MU vs EWJ
+127.4%
+4,481.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +8.9% |
| 7D | +2.0% | -1.9% | +3.9% | +6.5% |
| 30D | -18.0% | -5.3% | -12.6% | -9.4% |
| 3M | -6.6% | -4.3% | -2.3% | +1.4% |
| 6M | +2.0% | +0.4% | +1.6% | +7.5% |
| YTD | +184.5% | +14.7% | +169.8% | +146.4% |
| 1Y | +236.9% | +14.7% | +222.1% | +193.0% |
| 3Y | +987.0% | +66.2% | +920.8% | +460.5% |
| 5Y | +1,014.6% | +50.2% | +964.4% | +576.5% |
| 10Y | +4,609.2% | +127.1% | +4,482.1% | +1,449.2% |
| All | +4,609.2% | +127.4% | +4,481.8% | +1,449.2% |
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